Here is some general advice (perhaps too general) for Jens.
A Stata web page (http://www.stata.com/help.cgi?whatsnew8to9) states, in part:
"ml has two new undocumented subcommands -- ml hold and ml unhold --
to assist in solving nested optimization problems, see ml_hold. See
[R] ml for more information on these features. Anyone programming
estimators using ml should read the book Maximum Likelihood Estimation
with Stata".
Note that there is new 3rd edition of the book (see
http://www.stata-press.com/books/ml.html).
Stata can use C with plugins (see http://www.stata.com/plugins/)
or C could be translated into Stata using Stata's new matrix language
Mata (hopefully to be discussed in the column "Mata matters" in Stata Journal).
Anders Alexandersson
[email protected]
On 12/3/05, Jens Hainmueller <[email protected]> wrote:
>
> we are trying to translate a package that we have written in R and C into
> Stata. Our method requires several steps of nested optimization.
> Unfortunatly, I am not very familiar with the several optimizers provided in
> Stata, so I would be grateful if somebody could point me to the Stata
> functions for the following problems (I could not find this info in the
> archives nor the FAQs, sorry if I missed it there):
>
> 1. bound constrained optimization (for arbitrary loss functions)
>
> 2. quadratic programming
>
> 3. genetic optimization
>
> Also, is it possible to combine Stata with other engines such C?
>
> Thank you very much for your help! I am using Stata 9.1.
*
* 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/
