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From | Stas Kolenikov <skolenik@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: xtlogit stata option: tech(bhhh) vce(opg) |
Date | Tue, 16 Mar 2010 19:58:23 -0500 |
On Tue, Mar 16, 2010 at 3:41 PM, Yu Xue <snowrain@gmail.com> wrote: > Hello all, > I have a confusion about stata maximization options, in particular > "tech()" and "vce()" when using "xtlogit". > > I am using xtlogit, and I see the maximization technique option has > "bhhh". BHHH uses outer product gradients (opg) to estimate covariance > matrix instead of using Hessian matrix. But "opg" is not an option for > "vce(vcetype)". Are they contradictory/inconsistent ? > So, is "bhhh" really an option in stata if I use "xtlogit" without > coding gradient myself or not ? I think in order to use "opg" I have > to code analytic gradient. But how come that "bhhh" is an option for > "tech"? . webuse union (NLS Women 14-24 in 1968) . xtlogit union south black, tech(bhhh) < output omitted > type d2 evaluators are not allowed with technique bhhh r(111); So technique( bhhh ) is not really supported for this model. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/