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Bivariate logit and probit Gauss procedures


Author Info

  • Fernanco Rizzo

    (Dept. of Economics, The American University)

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    Logit.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 Info

    Software component provided by in its series Gauss codes with number rizzo.

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    Programming language: Gauss
    Requires: written on GAUSS 386 2.2., should run on others too
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    Handle: RePEc:cod:gaussi:rizzo

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