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st: derivative utility program


From   "Jun Xu" <mystata@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: derivative utility program
Date   Sun, 20 Oct 2002 21:33:51 -0500

All Stata-listers:

mfx has some embedded utility programs taking derivatives, but seems cannot be used in a stand-alone fashion. What I am trying to do is to be able to estimate model based on some prior functional form and to get score function or the gradient/and Hessian of that functional form with respect to the parameter estimate. Or basically, d(f(X, B)/dB and d(d(f(X,B))/(dBdB')and use estimates to replace B. I don't want to use testnl as it reestimate the model. Any ado files that's available or any good algorithsm you would suggest? Really appreciate.

Jun Xu
Department of Sociology
Indiana University at Bloomington





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