Displaying 1 result from an estimated 1 matches for "ll9ik1qlhrkpbeoxh".
2009 Oct 30
2
Efficient way to code using optim()
Hi all,
I am trying to estimate a simple logit model.
By using MLE, I am maximizing the log likelihood, with optim().
The thing is, each observation has different set of choice options, so I need a loop inside the objective function,
which I think slows down the optimization process.
The data is constructed so that each row represent the characteristics for one alternative,
and CS is a