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In discussing this with Rich Gates at Stata, he cautiously suggested
that rather than modifying -ml-, one could move the work to the
evaluator program. I could write what I call a "pseudo-d2" evaluator
that computes the scores analytically and the Hessian numerically (based
on the varying analytical scores) while using the linear form
restriction to save time on the latter. That's what -cmp- now does. In
my testing, pseudo-d2 (with Newton-Raphson) comfortably beats both lf
and d1, by factors on the order of 2-4 relative to the best alternative.

Is this an argument for a new evaluator type in -ml-? With a new type, I
wouldn't have needed to do this extra work.


David Roodman
Research Fellow
1776 Massachusetts Avenue NW
Washington, DC 20036
Center for Global Development
Independent Research and Practical Ideas for Global Prosperity
Phone: 1 202 416-0723

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