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Re: st: -ml lf- scores?
Stas Kolenikov <[email protected]> needs derivatives of a likelihood function
he is using with Stata's -ml- command:
> is there any way to get the derivatives of the likelihood function in
> the method -lf-? I can get the derivatives analytically and code them
> in -ml d0-, but I am sure they can be found somewhere in the tons of
> $ML_ macros in the end of the step.
Stas mentions 'scores' in his title and 'derivatives of the likelihood
function'. If he wants the equation-level scores once -ml- has fit the
likelihood model, try
. help ml score
However equation-level scores are not available to method 'lf' likelihood
evaluators while -ml- is running.
--Jeff
[email protected]
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