mnlHess {bayesm}R Documentation

Computes -Expected Hessian for Multinomial Logit

Description

mnlHess computes -Expected[Hessian] for Multinomial Logit Model

Usage

mnlHess(y, X, beta)

Arguments

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

Details

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

Value

k x k matrix

Warning

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

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

References

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

See Also

llmnl, createX, rmnlIndepMetrop

Examples

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## Not run: mnlHess(y,X,beta)

[Package bayesm version 1.1-1 Index]