Verifying the Solution from a Nonlinear Solver: A Case Study.

The textbook paradigm has ignored computational reality by accepting uncritically the output from a computer program's nonlinear procedure for probit estimation. As the example of Houston Stokes makes clear, the fact that a computer software package produces a solution to an estimation problem does...

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Publicado en:American Economic Review Vol. 93; no. 3; pp. 873 - 893
Autores principales: McCullough, B. D., Vinod, H. D.
Formato: Artículo
Publicado: American Economic Association June 2003
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        atl: Verifying the Solution from a Nonlinear Solver: A Case Study.
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          McCullough, B. D.
          Vinod, H. D.
      su:
        Econometric software
        Nonlinear theories
        Parameter estimation
      sug:
        subj:
          Econometric software
          Nonlinear theories
          Parameter estimation
      ab: The textbook paradigm has ignored computational reality by accepting uncritically the output from a computer program's nonlinear procedure for probit estimation. As the example of Houston Stokes makes clear, the fact that a computer software package produces a solution to an estimation problem does not necessarily mean either that the solution is accurate or that a solution exists. A four-step process for verifying solutions to probit estimation is presented.
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    language: English
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