Re: st: RE: Heckprob and Maximum likelihood algorithm

[Rachel <academicgirl@gmail.com>]

Thanks, Marten.  I just ordered this book a few days ago.

Where can I find the content of heckp_lf?  Is this variable defined in
a different function?

Rachel

On 11/28/06, Maarten Buis <M.Buis@fsw.vu.nl> wrote:
> --- 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/
> -----------------------------------------
>
>
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