statsmodels/statsmodels — comment on commit 17540867ef660d39bc19e15526adcf342ff2c44b
File:  line 0
By josef-pkt:

I think now it's not the hessian and I see your problem with local minima. with epsilon=1e-4 the three ways of calculating hessians (hess, hess3-which works after all, and the forward-backward mean) all give the same eigenvalues of the hessian to 5 or 7 digits.

I played a bit with the starting values, newton always seem to converge to your Stata true_params.

powell seems to converge to something better

```
>>> mod4.params
array([ 0.30649099, 0.02855124, -0.15971881, -0.07176697, 0.09420875,
0.03135809, -0.12904539, -0.01887319, 3.07495149, -2.85065483])
```
when I use it as starting values for newton, I get something better

```
>>> mod1a = Tobit(endog, exog, left=0, right=False).fit(start_params=mod4.params, method='newton', tol=1e-10)
Optimization terminated successfully.
Current function value: 5969.554493
Iterations 8
>>> mod1a.params
array([ 0.31523397, 0.05919189, -0.1874632 , -0.0630597 , 0.09985105,
0.02785107, -0.10145257, -0.01694314, 2.32006206, -2.85563094])
>>> mod1a.llf
-5969.5544930389779
```
Can you check Stata with these starting values? Or do you have the reference for what the "true values" are supposed to be?