All,
OK, I think I've solved my own question of finding log10(hessian) in
Stata. Please alert me if I've gone wrong somewhere.
(1) Get -ereturn list-;
(2) get -matrix list e(V)-;
(3) calculate the hessian condition number = [max root/min root]^1/2 (as
given in Greene, 2000: 40) (can you calculate the hessian directly in
Stata?);
(4) -display log10([hcn])-.
In step (3), I can only assume 'roots' means covariances. If so, I find
that the interchanging of these terms is a bit confusing! Is all this
correct?
CLIVE NICHOLAS |t: 0(44)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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