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st: ml tolerance

From   "Gregory, Christian" <[email protected]>
To   <[email protected]>
Subject   st: ml tolerance
Date   Mon, 24 Jan 2011 10:38:09 -0500


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?


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