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st: RE: Heckprob and Maximum likelihood algorithm

From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: Heckprob and Maximum likelihood algorithm
Date   Tue, 28 Nov 2006 17:25:19 +0100

--- Rachel wrote:
> Does Heckprob supply the maximum likelihood estimator with the
> appropriate gradient and Hessian, or does Stata compute them
> numerically? 

When looking at the file heckprob.ado, line 251 reads:
        capture noi ml model lf heckp_lf                  

It is the "lf" that tells you that the gradient and the 
hessian are not provided. 

An excellent introduction on programming maximum likelihood in
Stata is: William Gould, Jeffrey Pitblado, William Sribney (2003)
"Maximum Likelihood Estimation with Stata", College Station: 
Stata Press.


Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

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