Nothing
mnlHess =
function(beta,y,X)
{
# p.rossi 2004
# changed argument order 9/05
#
# Purpose: compute mnl -Expected[Hessian]
#
# Arguments:
# beta is k vector of coefs
# y is n vector with element = 1,...,j indicating which alt chosen
# X is nj x k matrix of xvalues for each of j alt on each of n occasions
#
# Output: -Hess evaluated at beta
#
n=length(y)
j=nrow(X)/n
k=ncol(X)
Xbeta=X%*%beta
Xbeta=matrix(Xbeta,byrow=T,ncol=j)
Xbeta=exp(Xbeta)
iota=c(rep(1,j))
denom=Xbeta%*%iota
Prob=Xbeta/as.vector(denom)
Hess=matrix(double(k*k),ncol=k)
for (i in 1:n) {
p=as.vector(Prob[i,])
A=diag(p)-outer(p,p)
Xt=X[(j*(i-1)+1):(j*i),]
Hess=Hess+crossprod(Xt,A)%*%Xt
}
return(Hess)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.