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Estimación del Modelo Probit Multivariante: Una Mejora

By Martin Vargas

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.

Topics: C61 - Optimization Techniques; Programming Models; Dynamic Analysis, C35 - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
Year: 2003
OAI identifier: oai:mpra.ub.uni-muenchen.de:5241

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