Information matrix tests for multinomial logit models
Year of publication: |
April 2024
|
---|---|
Authors: | Amengual, Dante ; Fiorentini, Gariele ; Sentana, Enrique |
Publisher: |
Madrid, Spain : Centro de estudios monetarios y financieros |
Subject: | Hessian matrix | outer product of the score | specification test | unobserved heterogeneity | Logit-Modell | Logit model | Schätztheorie | Estimation theory | Diskrete Entscheidung | Discrete choice | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Methodenlehre | Statistical theory |
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