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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: moptimize routine that works with quantile regression? |
Date | Mon, 17 Jan 2011 19:29:50 +0000 (GMT) |
--- On Mon, 17/1/11, Tatyana Deryugina wrote: > I'm trying to program a quantile regression algorithm in > mata, using the moptimize() routine. However, I'm having > trouble finding an evaluator + technique that leads to > convergence. I am not surprised: many maximization techniques require first and second derivatives of the objective function with respect to the parameters, and quantile regression has an objective function where these are undefined at the maximum. -- 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/