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st: how to generate Hessian matrix in STATA?


From   "Teresa Linz" <tlinz@uni-bonn.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: how to generate Hessian matrix in STATA?
Date   Thu, 04 Dec 2008 12:54:06 +0100

HI,

I am estimating a cost funtion with seemingly unrelated regression. Hence I estimate the cost function and four share equations jointly. I now want to test the concavity of my cost function. Is there an easy way to
produce the eigenvalues of the Hessian matrix in STATA?
You really would help me a lot with a short answer.
thanks,
Teresa





_______________________________

Teresa Linz, M.Sc.

Junior Researcher

Center for Development Research

Walter-Flex-Str. 3

53113 Bonn

Germany

Tel.: +49 228/73 4962
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