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Re: st: ml tolerance

From   Klaus Pforr <[email protected]>
To   [email protected]
Subject   Re: st: ml tolerance
Date   Mon, 24 Jan 2011 18:15:09 +0100


Hi Christian,

you find a little bit more information in the documenation of the respective mata command moptimize

help mf_moptimize##syn_convergence

I don't know the exact answer to your second question, but I recommend the expanded documentation:
Maximum Likelihood Estimation with Stata (ISBN: 1597180785).



Am 24.01.2011 16:38, schrieb Gregory, Christian:

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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Klaus Pforr
Universität Mannheim
D - 68131 Mannheim
Tel:  +49-621-181 2801 (nachmittags)
fax:  +49-621-181 2803

Besucheranschrift: A5, Raum A312

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