Re: st: ml tolerance

[Klaus Pforr <klaus.pforr@mzes.uni-mannheim.de>]

<>

Hi Christian,

you find a little bit more information in the documenation of the 
respective mata command moptimize

help mf_moptimize##syn_convergence

I don't know the exact answer to your second question, but I recommend 
the expanded documentation:
Maximum Likelihood Estimation with Stata (ISBN: 1597180785).

best

Klaus

Am 24.01.2011 16:38, schrieb Gregory, Christian:
> Hi,
>
> I'm using ml to estimate a model.
>
> 1. I'm using<showtolerance>  option: the output reports "ptol" and
> "vtol." Do these refer to difference in likelihood or parameter
> estimates? I cannot find reference to them in any of the manuals.
>
> 2. In computing the scaled gradient (g()*H*g()'), how does Stata compute
> the Hessian? I'm using an lf1 type estimator: does it compute the
> Hessian numerically from the gradients that I have written? Or does it
> compute them numerically from numeric gradients that it calculates?
>
> Thanks,
> Christian
>
>
>
> *
> *   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/


--
__________________________________

Klaus Pforr
MZES AB - A
Universität Mannheim
D - 68131 Mannheim
Tel:  +49-621-181 2801 (nachmittags)
fax:  +49-621-181 2803
URL:  http://www.mzes.uni-mannheim.de

Besucheranschrift: A5, Raum A312
__________________________________

*
*   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/