Assistant Professor
Caritas Institute of Higher Education
Contact:
School of Computing & Information Sciences
Caritas Institute of Higher Education
2 Chui Ling Lane, Tseung Kwan O.
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EM algorithm example
: Code to generate data and estimate simple versions of the EM algorithm for estimation of models with discrete type-specific unobserved heterogeneity.summarize.m
: Mimics Stata's summarize
command.normalMLE.m
: Estimates normal linear regression with heteroskedastic errors by maximum likelihood.applyRestr.m
: Allows for easy parameter restrictions in optimization problems (co-writen with Jared Ashworth).clogit.m
: Estimates conditional logit regression by maximum likelihood (co-writen with Jared Ashworth).ologit.m
: Estimates the ordered logit model by maximum likelihood.EM algorithm example
: Code to generate data and estimate simple versions of the EM algorithm for estimation of models with discrete type-specific unobserved heterogeneity.