Sascha O. Becker <[email protected]> points out -logit- and -probit-
do not use -ml- to fit their likelihood models:
> In reply to my question about a "timeout option", Jeff Pitblado gave a
> very helpful reply (thanks!!) ...
>
> > In Stata 9, -bootstrap- has a -reject()- option and all -ml- based
> > commands save -e(converged)- to indicate when they have converged to a
> > solution. Combining them with the -iterate()- option can cut down on
> > some of the time consuming bootstrap replicates.
>
> ... but:
> Logit and probit, being ML procedures, do allow for -maximize_options-,
> i.e. allow for -iterate()-, but do not seem to save -e(converged)- ?!
True. I assumed Sascha was having trouble with commands that use -ml- to fit
the likelihood model. Both -logit- and -probit- are very fast (having their
likelihood optimized in the executable instead of using -ml-), but used with
-bootstrap- suffer in the replicates if there are very few successes or
failures (relative to the sample size).
Unfortunately I do not have a solution for commands like -logit- or -probit-.
--Jeff
[email protected]
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