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I want to get the covariance matrix from the Hessian matrix, but fminunc returns non-positive definite Hessian.
Hi, I am estimating my model with the maximum likelihood estimation. I want to get the covariance matrix from the Hessian to g...
3 years ago | 1 answer | 0
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Is there a statistical software package for the generalized conditional/multinomial logit model?
I have a discrete choice model of moving from one state to the other, so alternatives=states. I have case-specific variables suc...
3 years ago | 0 answers | 0
