Estimación del Modelo Probit Multivariante: Una Mejora

Vargas, Martin (2003): Estimación del Modelo Probit Multivariante: Una Mejora.

Abstract

In this work we found first derivatives 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
• Language: Spanish
• Keywords: Analytical Derivatives; Multivariate Probit; Econometrics; Ox; Multivariate Probit Log Likelihood
• Subjects: C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C61 - Optimization Techniques ; Programming Models ; Dynamic Analysis; C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C35 - Discrete Regression and Qualitative Choice Models ; Discrete Regressors ; Proportions