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st: providing own gradient/hessian for an NL optimization


From   James Cunningham <jhcunnin@uncg.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: providing own gradient/hessian for an NL optimization
Date   Fri, 6 Aug 2010 08:22:15 -0400

Hello.

Just a simple question: I'm exploring Stata's nonlinear least squares facility and I'd like to do some performance comparisons. Is there any way to specify the gradient and hessian to be used in the optimization process, as one might with ML?

Thanks a lot.

Best,
James

---
James Cunningham
Doctoral Student, Department of Economics
jhcunnin@uncg.edu
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