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From |
"FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@nasa.gov> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Derivatives at different parameter values |

Date |
Wed, 24 Mar 2004 09:00:49 -0600 |

John - Let's see if I understand your question. You have some function f(th_1, th_2,...th_n) and you want Stata to calculate df/dth_k at particular values of th_1, th_2,..,th_n. If this is what you want, there is a way you can do it by setting up a fake regression and using _testnl. Here's an example: Suppose your function is (th_2)/(th_3) - exp(-th_1), and you want to evaluate the partial derivatives of f at (th_1, th_2, th_3) = (2,3,6). Set up a fake dataset and regression as follows: .clear .set obs 3 .gen temp=_n .tab temp,gen(dum) .gen y=2*dum1+3*dum2+6*dum3 .reg y dum1 dum2 dum3,noc Then use -testnl- with the "g" option to save the matrix of partial derivatives: .testnl _b[dum2]/_b[dum3]-exp(-_b[dum1])=1,g(G) The result of the test will be undefined (since the regression is a perfect fit), but the matrix G will contain the partial derivatives you want. In this example, df/dth_1 = exp(-th_1), df/dth_2 = 1/th_3 and df/dth_3 = -th_2/(th_3)^2. So the G matrix should contain exp(-2), 1/6 and -3/36. If you want to implement this for ranges of parameter values, you would have to incorporate this as part of a do-file. Al Feiveson -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of J Page Sent: Tuesday, March 23, 2004 2:17 PM To: statalist@hsphsun2.harvard.edu Subject: st: Derivatives at different parameter values Hi, How can one implement the numerical derivatives currently implemented in Stata's ml maximizer in a setting outside outside of ml? I would like to calculate numerical derivatives at given parameter values. The dydx function does not appear to do this. Thanks much. John _________________________________________________________________ Get reliable access on MSN 9 Dial-up. 3 months for the price of 1! (Limited-time offer) http://click.atdmt.com/AVE/go/onm00200361ave/direct/01/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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