Vargas, Martin (2003): Estimación del Modelo Probit Multivariante: Una Mejora. Unpublished.
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In this work we found first and second derivative from the log likelihood function of the Multivariate Probit model Multivariante, later these derivatives are implement in Ox to measure the impact of the use of analytical derivatives on the time of estimation in this class of models.
En este trabajo encontramos primeras y segundas derivadas del Logaritmo de Verosimilitud del modelo Probit Multivariante, despues estas derivadas son implementadas en Ox para medir el impacto del uso de derivadas analiticas sobre el tiempo de estimación del modelo.
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | Estimación del Modelo Probit Multivariante: Una Mejora |
| Language: | Spanish |
| Keywords: | Analytical Derivatives; Multivariate Probit; Econometrics; Ox; Multivariate Probit Log Likelihood |
| Subjects: | C - Mathematical and Quantitative Methods > C6 - Mathematical Methods and Programming > C61 - Optimization Techniques; Programming Models; Dynamic Analysis C - Mathematical and Quantitative Methods > C3 - Econometric Methods: Multiple; Simultaneous Equation Models; Multiple Variables; Endogenous Regressors > C35 - Discrete Regression and Qualitative Choice Models; Discrete Regressors |
| ID Code: | 591 |
| Deposited By: | MH Vargas |
| Deposited On: | 30. Oct 2006 |
| Last Modified: | 25. Jul 2011 16:26 |
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