Typo in the manual and help file for [M-5] optimize()

[Sebastian Kripfganz]

One page 26 of the Mata manual [M-5] for the function optimize() (and in the corresponding Stata help file) it says

optimize_result_V_robust(S) returns H*invsym(S'S)*H, which is the robust estimate of variance

Instead it should be

optimize_result_V_robust(S) returns invsym(-H)*(S'S)*invsym(-H), which is the robust estimate of variance

[Jeff Pitblado (StataCorp)]

Thanks for pointing this out. We will try to get this fixed in the next Stata update.

[Steve Samuels]

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