mnlHess {bayesm} | R Documentation

## Computes -Expected Hessian for Multinomial Logit

### Description

`mnlHess` computes -Expected[Hessian] for Multinomial Logit Model

### Usage

    mnlHess(beta,y, X)

### Arguments

`beta` | k x 1 vector of coefficients
`y` | n x 1 vector of choices, (1, ...,p)
`X` | n*p x k Design matrix

### Details

See `llmnl` for information on structure of X array. Use `createX` to make X.

### Value

k x k matrix

### Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

### Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

### References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 3.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

### See Also

`llmnl`, `createX`, `rmnlIndepMetrop`

### Examples

    ##
    ## Not run: mnlHess(beta,y,X)

[Package bayesm version 2.0-8 Index]