Isn't it mentioned in the [ML] book? I'm used to thinking it is in the
absolute values:
d(x,y) = \sum_k |x_k-y_k|/( |x_k| + |y_k| )
or something of that flavor.
On 4/15/07, Lian <[email protected]> wrote:
Hi Stata experts,
I am doing a ml maximize and trying to find out how stata calculates
the "change" between the two coefficient vectors, before comparing it
to the "tolerance" to see if it can declare convergence. My guess is
that Stata calculates the euclidean distance between the two
coefficient vectors, but nowhere I could find a confirmation to my
guess. Any idea?
Somebody asked this (similar) question on Statalist before, but the
answers didn't apply to me.
Thanks,
--
Lian
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--
Stas Kolenikov
http://stas.kolenikov.name
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