[Limdep Nlogit List] Error in Modelling Guide
Shane Murray
shane.murray at memetrics.com
Wed Jan 23 15:49:43 EST 2008
I've noticed what seams to be in error in the modelling guide that accompanies LIMDEP (Version 9.0).
On page E24-27, when the Hessian is specified for the Negative Binomial Model, the 2nd derivative (wrt beta and theta) is defined as:
d2LogL/dβdθ = [-(1-u)^2 + y*u*(1-u)]*x
By my calculation this seems to be incorrect. The correct derivative is:
d2LogL/dβdθ = [-(1-u)^2 + y*u*(1-u)/theta]*x
Thanks,
Shane Murray
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