Dear Statalisters,
I am trying to implement a Lagrange multiplier test (Wooldridge 1996,
Journal of Applied Econometrics. To do this, I need to calculate the
gradients of the regression function with respect to two distinct groups of
parapeters of the estimated model say [dlnL/da, dlnL/db]. I think that I
have to use something like mlvecsum 'lnf' 'g' = 'g1' but then this will only
give the partial derivative dlnL/dc where c=a+b (i.e the entire set of
parameters in the model). How can someone get [dlnL/da] and [dlnL/db] for
instance? Would be most grateful if anyone could help.
Georgios
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