Bivariate logit and probit Gauss procedures
AbstractLogit.g and Probit.g implement logit and probit estimation using Newton-Rapson algorithm and analytical derivatives. Example file is included that replicates some results in Greene (1993), Econometric Analysis, NY, McMillan. Documentation is provided as extensive comments in the source code.
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Bibliographic InfoSoftware component provided by in its series Gauss codes with number rizzo.
Programming language: Gauss
Requires: written on GAUSS 386 2.2., should run on others too
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum).
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