Hi everybody. A very general question for you:
What's the recommended strategy if you're writing a Stata estimator
that requires numerical maximization methods but isn't maximum
likelihood? And if you think you might want to make the estimator
available for general use?
Stata doesn't have a maximize program as such (-maximize- seems to be
an ML program ... but maybe it's good enough for the task?). -findit-
told me about a couple of user-written programs called -amoeba- and
-quasi-. I have no experience with these, nor with the tradeoffs in
writing code that rely on other people's routines. (It's great that
they make their code publicly available, but we can't expect them to
refrain from changing the specs if they see fit to do so, and of
course that could cause your own code to fail to work.)
--Mark
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
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