Mark Schaffer
>
> 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.)
On the last point only:
Public domain software does have
its little drawbacks, on which some stories
could be told, but I can't see this one as major.
If someone else's code is fine for you now,
then build it into your own program as
a subroutine, making due acknowledgements.
That way, if they change the syntax, or
disown it, or destroy it, or whatever, you and your users are
still safe.
Nick
[email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
