bhhh method for nonlinear regression
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does anybody know about bhhh method in matlab? please help me about the GUI for bhhh method
2 个评论
nana fafa
2011-4-26
Walter Roberson
2011-4-26
Please indicate what it is about the GUI that you are requesting assistance with.
回答（1 个）
Richard Willey
2011-4-26
0 个投票
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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