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st: providing own gradient/hessian for an NL optimization
From
James Cunningham <[email protected]>
To
[email protected]
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
[email protected]
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