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Re: st: Using -nlcom- with a user-written procedure

From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: Using -nlcom- with a user-written procedure
Date   Wed, 7 Mar 2012 11:26:36 -0500

If the documentation says so, this should settle it. I used -nlcom- in
and out in my own estimation procedures, both after the official
commands and my own estimation routines, and never had any problems
with it (having figured out the right syntax, of course). If you have
a case where something is not working, post it to the list to discuss.

On Wed, Mar 7, 2012 at 11:14 AM, Gordon Hughes <[email protected]> wrote:
> Can anyone point me to documentation that specifies exactly what -nlcom-
> requires if it is called after the execution of a user-written procedure.  I
> understand that the procedure must be an e-class estimator and I assume that
> it must return the coefficient estimates in e(b) and the variance-covariance
> matrix in e(V) but is there anything else required?  The methods and
> formulas section of the -nlcom- manual description suggests that this should
> be sufficient, but I would like to confirm this.

Stas Kolenikov, also found at
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