I am on a statistics software mailing but this was right above one of your emails so I thought it was from you
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Teresa Dale Nelson
Sent: Wednesday, March 19, 2008 10:07 PM
To: [email protected]
Subject: st: condition of Hessian
Dear Members,
Can anyone please explain how I use the command to retrieve the
condition of the Hessian matrix after running an mprobit? Stata
specifies the command this way:
real scalar cond = norm(A, p) * norm(A^(-1), p) where p takes on the
value 0, 1, 2 or missing (.)
to collect the matrix A, I am using e(oim) is this acceptable?
Could someone please show me an example of code for this command that
they've actually used?
Thank you.
Best,
T.Nelson
UT Dallas
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