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Re: st: Problem with ml maximize: numerical derivatives are approximate
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: Problem with ml maximize: numerical derivatives are approximate
Date
Tue, 30 Nov 2010 08:12:01 +0000 (GMT)
--- 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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