st: THANKS SO MUCH! RE: Derivatives at different parameter values

["J Page" <mdjhp@hotmail.com>]

Dear Alan,

Thanks very much.  I will give it a try.

John


> From: "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@nasa.gov>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
> Subject: st: RE: Derivatives at different parameter values
> Date: Wed, 24 Mar 2004 09:00:49 -0600
>
> John - Let's see if I understand your question. You have some function
> f(th_1, th_2,...th_n) and you want Stata to calculate df/dth_k at 
> particular
> values of th_1, th_2,..,th_n.
>
> If this is what you want, there is a way you can do it by setting up a fake
> regression and using _testnl. Here's an example:
>
> Suppose your function is (th_2)/(th_3) - exp(-th_1), and you want to
> evaluate the partial derivatives of f at (th_1, th_2, th_3) = (2,3,6).
>
>
> Set up a fake dataset and regression as follows:
>
> .clear
> .set obs 3
> .gen temp=_n
> .tab temp,gen(dum)
> .gen y=2*dum1+3*dum2+6*dum3
> .reg y dum1 dum2 dum3,noc
>
> Then use -testnl- with the "g" option to save the matrix of partial
> derivatives:
>
> .testnl _b[dum2]/_b[dum3]-exp(-_b[dum1])=1,g(G)
>
> The result of the test will be undefined (since the regression is a perfect
> fit), but the matrix G will contain the partial derivatives you want.
>
> In this example, df/dth_1 = exp(-th_1), df/dth_2 = 1/th_3 and df/dth_3 =
> -th_2/(th_3)^2.
> So the G matrix should contain exp(-2), 1/6 and -3/36.
>
> If you want to implement this for ranges of parameter values, you would 
> have
> to incorporate this as part of a do-file.
>
> Al Feiveson
>
>
>
>
>
>
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>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of J Page
> Sent: Tuesday, March 23, 2004 2:17 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Derivatives at different parameter values
>
>
> Hi,
>
> How can one implement the numerical derivatives currently implemented in
> Stata's ml maximizer in a setting outside outside of ml?  I would like to
> calculate numerical derivatives at given parameter values. The dydx 
> function
>
> does not appear to do this.
>
> Thanks much.
>
> John
>
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