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From | Stas Kolenikov <skolenik@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: backed up |
Date | Tue, 29 Jun 2010 14:11:10 -0500 |
It is not a quadratic form in the parameters; they still enter the objective function in a nonlinear fashion, generally speaking. If you have GMM with moments that are linear in parameters, then it is something like OLS, or an instrumental variable regression, at the worst :)) On Tue, Jun 29, 2010 at 2:00 PM, sun samn <shwshang@hotmail.com> wrote: > > > Good point. I never thought of the concave problem before. But my question is about GMM-to minimize a quadratic form, the concave is not a problem, is it? > thanks! > > > >> Date: Sun, 27 Jun 2010 13:42:46 -0500 >> Subject: Re: st: backed up >> From: skolenik@gmail.com >> To: statalist@hsphsun2.harvard.edu >> >> On Sun, Jun 27, 2010 at 12:46 PM, sun samn <shwshang@hotmail.com> wrote: >>> Thanks for your response. What do you mean by 'iterations being concave'? I did encounter another situation--the same number kept being iterated but cannot converge. >> >> The objective function you maximize must be concave. >> >> -- >> 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/ > > _________________________________________________________________ > Hotmail: Free, trusted and rich email service. > https://signup.live.com/signup.aspx?id=60969 > * > * 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/ > -- 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/