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st: How to save a hessian matrix for post-estimation analysis?


From   kirin_guess@yahoo.com.tw
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: How to save a hessian matrix for post-estimation analysis?
Date   Sun, 19 Aug 2012 15:54:17 +0800 (CST)

Dear Statalist, 
 
I’m looking for a way to save a hessian matrix. Specifically, when fitting a likelihood-based model, I know that specifying the option “hessian” can show the hessian matrix, but how can I store it for post-estimation analysis?
 
I don’t wanna got the hessian matrix via "-1*invsym(e(V))", because under certain circumstances, that can’t recover the original hessian matrix. (For example, when the hessian matrix is not negative definite, some columns and rows of the e(V) will be set to be zero. Then, "-1*invsym(e(V))" cannot recover the original hessian matrix.)
 
Thanks for the help in advance.
 
 
 
Best Regards,
 
Chi-lin Tsai

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