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st: rewriting ML's d2 functions in Mata

From   "Zurab Sajaia" <>
Subject   st: rewriting ML's d2 functions in Mata
Date   Tue, 18 Jul 2006 11:53:52 -0400

Hi everybody,

I have several estimation programs written that ar implemented as a d2 functions for ML. Although having analytical second derivatives makes whole estimation process a lot faster, for more complicated models (but still useful) d2 gets really long and ugly, and as a result slow.

I was thinking if there were a chance to make programs more efficient by rewriting parts of it in Mata. So was wondering if anybody had experience of doing that. Since there are not that many matrix operations but instead lot of generate/replace. So will there be a enough gain to justify rewriting long programs?

Thanks in advance,

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