st: how to generate Hessian matrix in STATA?

["Teresa Linz" <tlinz@uni-bonn.de>]

HI,

I am estimating a cost funtion with seemingly unrelated 
regression. Hence I estimate the cost function and four 
share equations jointly. I now want to test the concavity 
of my cost function. Is there an easy way to
produce the eigenvalues of the Hessian matrix in STATA?
You really would help me a lot with a short answer.
thanks,
Teresa





_______________________________

Teresa Linz, M.Sc.

Junior Researcher

Center for Development Research

Walter-Flex-Str. 3

53113 Bonn

Germany

Tel.: +49 228/73 4962
Fax:  +49 228/73 1869
Internet: www.zef.de
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