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Re: st: -ml lf- scores?


From   jpitblado@stata.com (Jeff Pitblado, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -ml lf- scores?
Date   Tue, 11 Apr 2006 14:45:53 -0500

Stas Kolenikov <skolenik@gmail.com> needs derivatives of a likelihood function
he is using with Stata's -ml- command:

> is there any way to get the derivatives of the likelihood function in
> the method -lf-? I can get the derivatives analytically and code them
> in -ml d0-, but I am sure they can be found somewhere in the tons of
> $ML_ macros in the end of the step.

Stas mentions 'scores' in his title and 'derivatives of the likelihood
function'.  If he wants the equation-level scores once -ml- has fit the
likelihood model, try

	. help ml score

However equation-level scores are not available to method 'lf' likelihood
evaluators while -ml- is running.

--Jeff
jpitblado@stata.com
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