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bhhh method for nonlinear regression

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nana fafa
nana fafa 2011-4-26
does anybody know about bhhh method in matlab? please help me about the GUI for bhhh method
  2 个评论
nana fafa
nana fafa 2011-4-26
this method for nonlinear regression
please help me about the GUI
Walter Roberson
Walter Roberson 2011-4-26
Please indicate what it is about the GUI that you are requesting assistance with.

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回答（1 个）

Richard Willey
Richard Willey 2011-4-26
BHHH is a specific optimization algorithm. Under certain conditions, the BHHH algorithms is guaranteed to converge.
I am not aware of an implementation of this algorithm in MATLAB, Optimization Toolbox, Global Optimization Toolbox, or Econometrics Toolbox.
My understanding is that this algorithm is fairly old. (The original citations for the paper date back to 1974). I suspect that some more modern approaches will yield better results.
If you're concerned with convergence, you might want to look at some of the options in Global Optimization Toolbox.

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