[Gretl-users] Re: Set number of max. iterations for 3SLS
On 27/01/2025 13:15, Artur T. wrote:
Hi all,
I am estimating a system by means of 3SLS. The default max. number of
iterations is set to 100. The estimator does not converge for my
specification, and I would like to increase the max. number.
However, I can't find the parameter option for the set command to
control the max. number of iterations.
Unless I'm mistaken (I'm not overly familiar with this part of the
code), this is currently hardwired at 100, as per line 721 of
plugin/sysest.c.
I suppose we could make this configurable via some new libset parameters
(ie, those you can set via the "set" command) or perhaps by overloading
one of the existing ones.
IMO it's worth noting that the number of iterations is also affected by
two hardwired scalars named SYS_LL_TOL and SYS_BDIFF_TOL (currently set
at 1.0e-12 and 1.0e-9, respectively) and that we could make those
configurable too.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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