st: Calculating Coefficient Tolerance

["Tim R. Sass" <tsass@coss.fsu.edu>]

I am writing  a .do file that iteratively estimates a fixed effects 
regression using xtreg.  I want to set a convergence criterion based on the 
change in the estimated coefficient vector.  An option for setting the 
coefficient tolerance is contained in the maximize command, but I don't 
know what the underlying code to compute the tolerance looks like.  I 
assume that it would just involve a few matrix commands that create some 
function of the current coefficient vector and the coefficient vector from 
the previous iteration.  Any help would be much appreciated.

Tim

Tim R. Sass
Professor                               Voice:   (850)644-7087
Department of Economics         Fax:      (850)644-4535
Florida State University                E-mail:   tsass@coss.fsu.edu
Tallahassee, FL  32306-2180     Internet: http://garnet.acns.fsu.edu/~tsass 

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