NonLinier Estimation using OLS and Max Likelihood
Friday, October 3, 2008
Paper will report the results experiment model nonlinear to estimate production function Cobb-Douglas and CES using the Least Square method Nonlinear and Non-Linier Maximum Likelihood. Model estimation method linier used non-conventional approach Algorithm Gause-Newton; Rhapson-Newton, Levenberg-Marquardt; Berndt, Hall, Hall & Hausman or the quadratic Hill-Climbing. In this paper will describe the approach. Monte Carlo simulation is used to guarantee the results Robusness estimates. Computing used MATLAB.
Download if you want to complete any posts [Non Linier.pdf] dan [Lampiran]
1 comments:
Dear pak Sanjoyo,
In your paper, you mentioned about the Newton-Raphson method, but it did not appear in your result estimation. How to find the actual calculation of the inverse of second order S with respect to beta. Can you explain the matrix of it? Thank you.
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