mnlHess {bayesm} | R Documentation |
mnlHess
computes -Expected[Hessian] for Multinomial Logit Model
mnlHess(y, X, beta)
y |
n x 1 vector of choices, (1, ...,p) |
X |
n*p x k Design matrix |
beta |
k x 1 vector of coefficients |
See llmnl
for information on structure of X array. Use createX
to make X.
k x k matrix
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.
For further discussion, see Bayesian Statistics and Marketing
by Allenby, McCulloch, and Rossi, Chapter 3.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html
llmnl
, createX
, rmnlIndepMetrop
## ## Not run: mnlHess(y,X,beta)