mnlHess {bayesm} | R Documentation |
mnlHess
computes expected Hessian (E[H]) for Multinomial Logit Model.
mnlHess(beta, y, X)
beta |
k x 1 vector of coefficients |
y |
n x 1 vector of choices, (1,…,p) |
X |
n*p x k Design matrix |
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, Anderson School, UCLA, perossichi@gmail.com.
For further discussion, see Chapter 3, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
http://www.perossi.org/home/bsm-1
llmnl
, createX
, rmnlIndepMetrop
## Not run: mnlHess(beta, y, X)