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Estimación del Modelo Probit Multivariante: Una Mejora

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  • Vargas, Martin

Abstract

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.

Suggested Citation

  • Vargas, Martin, 2003. "Estimación del Modelo Probit Multivariante: Una Mejora," MPRA Paper 591, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:591
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    References listed on IDEAS

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    More about this item

    Keywords

    Analytical Derivatives; Multivariate Probit; Econometrics; Ox; Multivariate Probit Log Likelihood;

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

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