On Thu, Jan 29, 2009 at 12:57 AM, Austin Nichols
<[email protected]> wrote:
<snip>
>
> I think Mata's optimizer is probably the best option for this problem,
> if one has Stata 10 --Roger Harbord says "Mata -optimize()- is also
> designed as a maximizer (or minimizer) rather than a root-finder" but
> note that Mata's optimize() can minimize (F(x)-A)^2 just fine which is
> the same as finding a root of F(x)-A.
>
>
I just had a gut feeling that changing a root-finding problem to a
minimization problem in this way loses information in some ill-defined
sense so is likely to be less efficient, and maybe less robust too. I
have no more formal or empirical evidence either way though. Anyone?
--
Roger Harbord
http://www.epi.bris.ac.uk/staff/rharbord.htm
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