Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: xtlogit stata option: tech(bhhh) vce(opg)
From
Yu Xue <[email protected]>
To
[email protected]
Subject
st: xtlogit stata option: tech(bhhh) vce(opg)
Date
Tue, 16 Mar 2010 15:41:32 -0500
Hello all,
I have a confusion about stata maximization options, in particular
"tech()" and "vce()" when using "xtlogit".
I am using xtlogit, and I see the maximization technique option has
"bhhh". BHHH uses outer product gradients (opg) to estimate covariance
matrix instead of using Hessian matrix. But "opg" is not an option for
"vce(vcetype)". Are they contradictory/inconsistent ?
So, is "bhhh" really an option in stata if I use "xtlogit" without
coding gradient myself or not ? I think in order to use "opg" I have
to code analytic gradient. But how come that "bhhh" is an option for
"tech"?
Thanks !
Best,
Yu
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/