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Re: st: timeout option

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: timeout option
Date   Thu, 20 Apr 2006 06:50:04 -0500

At 07:36 PM 4/19/2006, Sascha O. Becker wrote:
In reply to my question about a "timeout option", Jeff Pitblado gave a very helpful reply (thanks!!) ...

> In Stata 9, -bootstrap- has a -reject()- option and all -ml- based
> commands save -e(converged)- to indicate when they have converged to a > solution. Combining them with the -iterate()- option can cut down on
> some of the time consuming bootstrap replicates.

... but:
Logit and probit, being ML procedures, do allow for -maximize_options-, i.e. allow for -iterate()-, but do not seem to save -e(converged)- ?!
Perhaps -glm- or my -oglm- program would work? I checked and oglm saves e(converged). oglm is slower than logit or probit; I don't know how glm's speed compares.

Richard Williams, Notre Dame Dept of Sociology
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