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From |
"Joseph Coveney" <jcoveney@bigplanet.com> |

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

Subject |
st: Can a log-likelihood evaluator program obtain the current e(V) or Hessian? |

Date |
Sat, 9 Feb 2008 15:54:33 +0900 |

I would like to penalize the likelihood with a function of the negative Hessian. How can I have the evaluator program for use with ml method -lf- see the most recent Hessian during each iteration? I know that -ml maximize- has it available somewhere, because -ml maximize, hessian- reports it during iterations. But a log-likelihood evaluator program (one called by -ml model lf-) cannot simply put -matrix `penalty' = some function of syminv(e(V))-, because -ml maximize- doesn't post it or update it until the end of the run. I've tried ml model lf , , , ml maximize, iterate(1) local not_yet 1 while (`not_yet') { matrix define B = e(b) ml model lf . . . ml init B ml maximize, search(off) iterate(1) nooutput local not_yet = cond(e(converged), 0, `not_yet') } ml display but there are at least two iterations (zero and one) for each call to -ml maximize , iterate(1)-, each iteration calling the likelihood evaluator several times, and e(V) doesn't get updated within the -ml maximize- call before the convergence criterion is met. Joseph Coveney * * 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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