Hi,
Does anyone know if there is a way to get the calculated gradient (or outer
product of the gradient) for each observation used in an ml command? I am
estimating a multivariate fractional response model where the first step is
to estimate a multivariate "probit" for each time period and the second step
is to estimate the final parameters using minimum distance. I need to use
the observation level OPG to estimate the correlation between time periods
in order to create the optimal weighting matrix for the MD estimation.
Any advice is appreciated.
Thanks,
Mike Carlton
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