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st: RE: Heckprob and Maximum likelihood algorithm


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Heckprob and Maximum likelihood algorithm
Date   Tue, 28 Nov 2006 17:25:19 +0100

--- Rachel wrote:
> Does Heckprob supply the maximum likelihood estimator with the
> appropriate gradient and Hessian, or does Stata compute them
> numerically? 

Rachel:
When looking at the file heckprob.ado, line 251 reads:
        capture noi ml model lf heckp_lf                  

It is the "lf" that tells you that the gradient and the 
hessian are not provided. 

An excellent introduction on programming maximum likelihood in
Stata is: William Gould, Jeffrey Pitblado, William Sribney (2003)
"Maximum Likelihood Estimation with Stata", College Station: 
Stata Press.

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------
 

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