No, on second reading I think you want
more details about the innards of -ml-.
Try the book by Gould, Pitblado and Sribney.
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Nick Cox
> Sent: 17 November 2005 22:06
> To: [email protected]
> Subject: st: RE: Calculating Coefficient Tolerance
>
>
> This seems a bit vague! Try
>
> help mf_reldif
>
> help mreldif()
>
> Nick
> [email protected]
>
> Tim R. Sass
>
> > 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.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
