Hi all,

    Sorry to bother you. I'm estimating a discrete choice model in R using
the maxBFGS command. Since I wrote the log-likelihood myself, in order to
double check, I run the same model in Limdep. It turns out that the
coefficient estimates are quite close; however, the standard errors are very
different. I also computed the hessian and outer product of the gradients in
R using the numDeriv package, but the results are still very different from
those in Limdep. Is it the routine to compute the inverse hessian that
causes the difference? Thank you very much!

     Best wishes.


Min


-- 
Min Chen
Ph.D. Candidate
Department of Agricultural, Food, and Resource Economics
125 Cook Hall
Michigan State University

	[[alternative HTML version deleted]]

