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st: bug fix in ghk2/cmp

From   "David Roodman ([email protected])" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: bug fix in ghk2/cmp
Date   Sat, 6 Aug 2011 01:28:37 +0000

I've fixed what turned out to be a longstanding bug in ghk2(), which is called by -cmp- for models in which three or more equations have censoring in the same observations. One of the scores (derivatives of the log likelihood) returned by ghk2() could be slightly off, which could prevent cmp from converging in difficult models. If you use cmp for complicated models, I encourage you to get the latest version. Do "ssc install cmp, replace" and "ssc install ghk2, replace" and then restart Stata.

David Roodman
Senior Fellow
1800 Massachusetts Ave. NW
3rd floor
Washington, DC 20036
Center for Global Development
Independent Research and Practical Ideas for Global Prosperity
Phone: 1 202 416-4023

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