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From | <econman200@earthlink.net> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: simulated annealing |
Date | Thu, 3 Oct 2013 15:14:28 -0400 (GMT-04:00) |
I have a user defined simulated likelihood function that fails to converge under the standard optimization algorithms (e.g., nr, bfgs, etc.). I have also read that simulated annealing can be used to obtain convergences in instances where traditional methods break down. Does anyone know if Stas Kolenikov’s Mata function -simann- has been integrated with any of Stata’s likelihood evaluators? Or, is there a publicly available/shareable likelihood function that relies on simulated annealing? David * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/