Carlos,
Pretend that you have a file (myprobit.do) with this info:
program define myprobit
args lnf theta
qui replace `lnf'=ln(norm(`theta')) if $ML_y1==1
qui replace `lnf'=ln(norm(-`theta')) if $ML_y1==0
end
This example is in the reference manual. Gould's book is an extended version
of -ml- command and excelent reference to work with MLE in Stata. The
following command will show you how this works using the internal dataset
auto.
* load the do-file
do myprobit
* open dataset
sysuse auto
* load the model
ml model lf myprobit ( foreign= price mpg)
* maximize showing grad and hessian
ml maximize, gradient hessian
* check the results
probit foreign price mpg
If you are not getting the results you can 'break' the maximization
procedure and type -ml query- or -ml report-. Anyway is good to check the
model -ml check- before to start the maximization.
Best, Rodrigo.
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Wednesday, April 26, 2006 8:34 AM
Subject: st: gradient matrix for ml model lf
Does somebody know how to recover the approx gradient and hessian matrices
stata
calculates when ml model lf is used?
Thank you,
CARLOS
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