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| From | Yu Xue <snowrain@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: xtlogit stata option: tech(bhhh) vce(opg) |
| Date | Tue, 16 Mar 2010 21:19:30 -0500 |
Hi Stas, Thanks for answering my question. I guess I will have to code gradient in order to use bhhh, or code Hessian and jump over when it is not negative definite. Thanks! Best, Yu On Tue, Mar 16, 2010 at 7:58 PM, Stas Kolenikov <skolenik@gmail.com> wrote: > On Tue, Mar 16, 2010 at 3:41 PM, Yu Xue <snowrain@gmail.com> wrote: >> 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"? > > . webuse union > (NLS Women 14-24 in 1968) > > . xtlogit union south black, tech(bhhh) > > < output omitted > > > type d2 evaluators are not allowed with technique bhhh > r(111); > > So technique( bhhh ) is not really supported for this model. > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > * > * 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/ > * * 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/