Evaluate2a and EvaluateEx2a calculate the discrepancy function and its first derivatives.
Evaluate2a calculates approximate second derivatives (twice the Fisher information matrix in the case of maximum likelihood estimation) while EvaluateEx2a calculates twice the inverse of the matrix of approximate second derivatives.
EvaluateEx2a has the additional side effect of calculating derived estimates (implied moments, indirect effects, factor score weights, and so forth), which can subsequently be retrieved using GetEstimates or GetEstimatesEx.
Syntax
object.Evaluate2a ind, f, g, h
object.EvaluateEx2a ind, f, g, v
The Evaluate2a and EvaluateEx2a method syntaxes have the following parts:
Part |
Description |
object |
An object of type AmosEngine. |
ind |
A variable of type Integer. On return, ind=0 if the discrepancy function is defined at the current parameter values. ind<>0 if the discrepancy function is undefined. |
f |
A variable of type Double. On return, if ind=0, f is the value of the discrepancy function evaluated at the current parameter values. |
g |
An array of type double. On return, if ind=0, g is a one-dimensional array containing the first derivatives of the discrepancy function evaluated at the current parameter values. |
h |
An array of type double. On return, if ind=0, h is a one-dimensional array containing approximate second derivatives of the discrepancy function evaluated at the current parameter values. |
v |
An array of type double. On return, if ind=0, v is a one-dimensional array containing twice the inverse of the approximate second derivatives, provided that the inverse was successfully calculated. Use WasInverted after EvaluateEx2a to learn whether the inverse was successfully calculated. |
Placement: [3].
Remarks
Evaluate2a and EvaluateEx2a evaluate the discrepancy function and derivatives at the current parameter values, which can be retrieved using ParameterValue or ParameterVector, and which can be set using PutParameterValue or PutParameterVector.