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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: logistic reg version 8 & 11 |
Date | Mon, 13 Sep 2010 08:05:06 +0000 (GMT) |
--- On Fri, 10/9/10, Kristin MacDonald, StataCorp wrote: > In Stata 11, the -logistic- command is evaluating the same > likelihood as in previous versions. The only difference is > the path it may take on its way to the solution. Prior to > Stata 11, -logit- (and hence -logistic-) used Stata's > internal optimizer, which does not employ the telescoped > stepping implemented in -ml-. In Stata 11, -logit- now > uses -ml- to fit logistic regression (but preserves the > original algorithm under version control). In tough estimation problem, like the one below, -logit- seems to converge to slightly different solutions. The difference is small enough that it does not worry me, but large enough to be picked up by the default setting in -mkassert-. *------------- begin example ---------------- sysuse nlsw88, clear recode occupation (11/12=4) /// (9/10=13) tab occupation, gen(occ) drop occ1 // reference category is occ1 version 11.1 logit union occ? married never_married south matrix b10 = e(b) matrix v10 = e(V) version 10 logit union occ? married never_married south matrix b11 = e(b) matrix v11 = e(V) // difference larger than 1E-8 (the default in -mkassert-) di mreldif(b10,b11) di mreldif(v10,v11) // the problem is occ7 matrix dif = b10 - b11 matrix list dif // this should be a difficult category // to get an estimate of tab occ7 union *------------------- end example --------------------- -- Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/