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Bivariate logit and probit Gauss procedures

Fernanco Rizzo
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Fernanco Rizzo: Dept. of Economics, The American University

Gauss codes

Abstract: Logit.g and Probit.g implement logit and probit estimation using Newton-Rapson algorithm and analytical derivatives. Example file is included that replicates some results in Greene (1993), Econometric Analysis, NY, McMillan. Documentation is provided as extensive comments in the source code.

Language: Gauss
Requires: written on GAUSS 386 2.2., should run on others too
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Page updated 2021-06-12
Handle: RePEc:cod:gaussi:rizzo