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From |
"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov> |

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

Subject |
st: RE: mata code that calculates numerical partial derivates |

Date |
Thu, 14 Aug 2008 09:41:51 -0500 |

Kai - Perhaps you can find a way to use -testnl- in Stata. This command provides a matrix of partial derivatives: "r(G)" Al Feiveson -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of KAI LIU Sent: Tuesday, August 12, 2008 3:39 PM To: statalist@hsphsun2.harvard.edu Cc: Peter Gottschalk Subject: st: mata code that calculates numerical partial derivates I am looking for mata code that will calculate numerical partial derivates of any given function, m(p) where p is a kx1 vector.. As a simple example consider the following transparent m(p) function Mata: p1=1 p2=3 m=p1^2+p2 I am looking for a routine that will return mprime=[2,1]. The only numerical gradients routine I can find is the Stata dydx command. This command, however, only gives derivatives of bivariate relationships. A more general Mata routine must exist since optimize uses numerical gradients to optimize f(p). It then returns the gradiants for the k optimized p's, My application requires that I then evaluate the gradiants of another function of p (i.e. m(p)). Any help would be much appreciated. Kai * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: mata code that calculates numerical partial derivates***From:*KAI LIU <kliu@jhu.edu>

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