Estimación del Modelo Probit Multivariante: Una Mejora
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.
|Date of creation:||2003|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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