Monday, March 06, 2006

Re: st: Gradients of regression function after xtprobit (corrected)

The most recent version of the econometrics package called EViews calculates these gradients and it is extremely easy to use. Try this, if Stata won't work for you.

Dave Jacobs

At 04:52 PM 3/6/2006, you wrote: >Dear Statalisters, >I am trying to implement a Lagrange multiplier test (Wooldridge 1996, >Journal of Applied Econometrics. To do this, I need to calculate the >gradients of the regression function with respect to two distinct groups of >parapeters of the estimated model say [dlnL/da, dlnL/db]. I think that I >have to use something like mlvecsum 'lnf' 'g' = 'g1' but then this will only >give the partial derivative dlnL/dc where c=a+b (i.e the entire set of >parameters in the model). How can someone get [dlnL/da] and [dlnL/db] for >instance? Would be most grateful if anyone could help. >Georgios > > >* >* For searches and help try: >* http://www.stata.com/support/faqs/res/findit.html >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


Tag:


Links to this post:

Create a Link



<< Home

This page is powered by Blogger. Isn't yours?