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bayesm (version 2.0-9)

mnlHess: Computes -Expected Hessian for Multinomial Logit

Description

mnlHess computes -Expected[Hessian] for Multinomial Logit Model

Usage

mnlHess(beta,y, X)

Arguments

beta
k x 1 vector of coefficients
y
n x 1 vector of choices, (1, ...,p)
X
n*p x k Design matrix

Value

  • k x k matrix

concept

  • multinomial logit
  • hessian

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Details

See llmnl for information on structure of X array. Use createX to make X.

References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 3. http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html

See Also

llmnl, createX, rmnlIndepMetrop

Examples

Run this code
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mnlHess(beta,y,X)

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