Variance of lagrange multipliers in proc qlim

[smtutakne]

Hi, 

Does anyone know how proc qlim calculates the variances of lagrange multipliers? I tried to create a bordered hessian matrix and invert it (for an equality constraint, for a 2-equation probit model using proc qlim). While results matched for the main model variables, the variances for the lagrange multipliers did not match. Hence the question. 

Thanks.

Sadanand 

[Rick_SAS]

Show us the code.