��� ���� <[email protected]>:
A call to -ml maximize- can include a init(b0) option to specify a
starting point and an iterate(1) option to specify iterating only
once. The resulting b vector could be passed to another program,
transformed to a new b0 and then passed to another call of -ml
maximize, init(b0) iterate(1)- ad infinitum (or something short of
infinitum, perhaps).
On 8/29/07, ��� ���� <[email protected]> wrote:
> At first attempt that does not seem to work, but thanks a lot for a useful hint!
>
> Alexis
>
> >-----Original Message-----
> >From: [email protected]
> >[mailto:[email protected]]On Behalf Of
> >Scott Merryman
> >Sent: Wednesday, August 29, 2007 3:09 PM
> >To: [email protected]
> >Subject: [SPAM] - Re: st: Nested maximum likelihood algorithms - Email
> >has different SMTP TO: and MIME TO: fields in the email addresses
> >
> >
> >Could you set the maximum number of iterations for the ML code to 1.
> >
> >Scott
> >
> >On 8/29/07, ��� ���� <[email protected]> wrote:
> >> Dear Statalisters,
> >>
> >> Following the suggestion at
> >http://www.stata.com/support/faqs/res/statalist.html#noa>nswer,
> >
> >> I am rephrasing the question to which I seem to have
> >no response.
> >>
> >> I am programming a nested algorithm in which the 'outer'
> >code is maximum likelihood, and the 'inner' one is the dynamic
> >programming code I wrote in mata. I need to 1) take the
> >coefficients obtained after first iteration of maximum
> >likelihood (outer) algorithm, such as those reported by ml
> >maximize, trace, 2) use them in my mata code to solve the
> >dynamic programming problem inside mata, 3) take the results
> >of that solution back to ml algorithm to obtain the estimates
> >at the next iteration, and 4) continue this procedure until
> >convergence.
> >
> >*
> >* 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/
> >
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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