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From | "Gregory, Christian" <cgregory@ers.usda.gov> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: ml tolerance |
Date | Mon, 24 Jan 2011 10:38:09 -0500 |
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/