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...
| Publicado en: | American Economic Review Vol. 93; no. 3; pp. 873 - 893 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
American Economic Association
June 2003
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=513139599&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 513139599 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 00028282 AER jtl: American Economic Review issn: 00028282 maglogo: N pubinfo: dt: June 2003 vid: 93 iid: 3 pid: 22 pub: American Economic Association artinfo: ui: 513139599 10.1257/000282803322157133 ppf: 873 ppct: 20 formats: tig: atl: Verifying the Solution from a Nonlinear Solver: A Case Study. aug: au: 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. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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