[Limdep Nlogit List] Error in Modelling Guide

[Shane Murray]

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