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03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function—Solution

Published online by Cambridge University Press:  05 March 2004

S.K. Sapra
S.K. Sapra
Affiliation:
California State University, Los Angeles
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Extract

Deriving the observed information matrix in ordered probit and logit models using the complete-data likelihood function—solution.

Type
PROBLEMS AND SOLUTIONS: SOLUTIONS
Information
Econometric Theory , Volume 20 , Issue 1 , February 2004 , pp. 225 - 226
Copyright
© 2004 Cambridge University Press

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References

REFERENCES

Louis, T.A. (1982) Finding the observed information matrix when using the EM algorithm. Journal of the Royal Statistical Society Series B 44, 226–233.Google Scholar
Maddala, G.S. (1983) Limited Dependent and Qualitative Variables in Econometrics. Cambridge University Press.