About: Berndt–Hall–Hall–Hausman algorithm

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The Berndt–Hall–Hall–Hausman (BHHH) algorithm is a numerical optimization algorithm similar to the Newton–Raphson algorithm, but it replaces the observed negative Hessian matrix with the outer product of the gradient. This approximation is based on the information matrix equality and therefore only valid while maximizing a likelihood function. The BHHH algorithm is named after the four originators: , Bronwyn Hall, Robert Hall, and Jerry Hausman.

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rdf:type	software yago:WikicatOptimizationAlgorithmsAndMethods yago:Abstraction100002137 yago:Act100030358 yago:Activity100407535 yago:Algorithm105847438 yago:Event100029378 yago:Procedure101023820 yago:PsychologicalFeature100023100 yago:YagoPermanentlyLocatedEntity yago:Rule105846932
rdfs:label	Berndt–Hall–Hall–Hausman algorithm (en)
rdfs:comment	The Berndt–Hall–Hall–Hausman (BHHH) algorithm is a numerical optimization algorithm similar to the Newton–Raphson algorithm, but it replaces the observed negative Hessian matrix with the outer product of the gradient. This approximation is based on the information matrix equality and therefore only valid while maximizing a likelihood function. The BHHH algorithm is named after the four originators: , Bronwyn Hall, Robert Hall, and Jerry Hausman. (en)
dcterms:subject	Optimization algorithms and methods Estimation methods
Wikipage page ID	4229002 (xsd:integer)
Wikipage revision ID	1089870727 (xsd:integer)
Link from a Wikipage to another Wikipage	Algorithm Robert Hall (economist) Optimization (mathematics) Gradient Likelihood function Bronwyn Hall Optimization algorithms and methods Data Nonlinear Estimation methods Jerry Hausman Coefficient Hessian matrix Broyden–Fletcher–Goldfarb–Shanno algorithm Newton's method in optimization Outer product Fisher information Newton–Raphson Davidon–Fletcher–Powell algorithm Numerical optimization dbr:Ernst_R._Berndt
Link from a Wikipage to an external page	https://archive.org/details/advancedeconomet00amem/page/137 https://books.google.com/books%3Fid=gqI-pAP2JZ8C&pg=PA452
sameAs	Berndt–Hall–Hall–Hausman algorithm Berndt–Hall–Hall–Hausman algorithm Berndt–Hall–Hall–Hausman algorithm
dbp:wikiPageUsesTemplate	dbt:Citation_needed dbt:Cite_book dbt:Reflist dbt:Optimization_algorithms
has abstract	The Berndt–Hall–Hall–Hausman (BHHH) algorithm is a numerical optimization algorithm similar to the Newton–Raphson algorithm, but it replaces the observed negative Hessian matrix with the outer product of the gradient. This approximation is based on the information matrix equality and therefore only valid while maximizing a likelihood function. The BHHH algorithm is named after the four originators: , Bronwyn Hall, Robert Hall, and Jerry Hausman. (en)
gold:hypernym	Algorithm
prov:wasDerivedFrom	wikipedia-en:Berndt–Hall–Hall–Hausman_algorithm?oldid=1089870727&ns=0
page length (characters) of wiki page	4203 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Berndt–Hall–Hall–Hausman_algorithm
is Link from a Wikipage to another Wikipage of	BHHH algorithm Berndt-Hall-Hall-Hausman algorithm Dynamic discrete choice Maximum likelihood estimation Bronwyn Hall Score test BHHH
is Wikipage redirect of	BHHH algorithm Berndt-Hall-Hall-Hausman algorithm BHHH
is contributions of	Bronwyn Hall
is foaf:primaryTopic of	wikipedia-en:Berndt–Hall–Hall–Hausman_algorithm

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