Re: st: Problem with ml maximize: numerical derivatives are approximate

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Mon, 29/11/10, Amir Fekrazad wrote:
> One of my concerns is that whether Mata functions work well
> with double-precision variables. In addition, is it possible
> to write a complete MLE program in Mata or should I write
> functions with Mata and then integrate them in my Stata program?
 
I have done the latter, but recently I have learned from the latest
edition of Gould et al. (2010) that you can also do the former and
that than you can use some very convenient utilities/short-cuts.

Hope this helps,
Maarten

Gould, William, Jeffrey Pitblado and Brian Poi (2010) "Maximum 
Likelihood Estimation with Stata". College Station, TX: Stata Press.
<http://www.stata.com/bookstore/ml4.html>

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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