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Re: st: RE: Heckprob and Maximum likelihood algorithm

From   Rachel <>
Subject   Re: st: RE: Heckprob and Maximum likelihood algorithm
Date   Tue, 28 Nov 2006 12:12:18 -0500

Thanks, Marten.  I just ordered this book a few days ago.

Where can I find the content of heckp_lf?  Is this variable defined in
a different function?


On 11/28/06, Maarten Buis <> wrote:
--- Rachel wrote:
> Does Heckprob supply the maximum likelihood estimator with the
> appropriate gradient and Hessian, or does Stata compute them
> numerically?

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.


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

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