--- Rachel wrote:
> Does Heckprob supply the maximum likelihood estimator with the
> appropriate gradient and Hessian, or does Stata compute them
> numerically?
Rachel:
When looking at the file heckprob.ado, line 251 reads:
capture noi ml model lf heckp_lf
It is the "lf" that tells you that the gradient and the
hessian are not provided.
An excellent introduction on programming maximum likelihood in
Stata is: William Gould, Jeffrey Pitblado, William Sribney (2003)
"Maximum Likelihood Estimation with Stata", College Station:
Stata Press.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
