BAREKENG: Jurnal Ilmu Matematika dan Terapan
Vol 14 No 2 (2020): BAREKENG: Jurnal Ilmu Matematika dan Terapan

ESTIMASI PARAMETER MODEL PROBIT PADA DATA PANEL MENGGUNAKAN OPTIMASI BFGS

Halistin, Halistin (Unknown)
Ratnasari, Vita (Unknown)
Rahayu, Santi Puteri (Unknown)
Patih, Tandri (Unknown)

Article Info

Publish Date
01 Jun 2020

Abstract

One model that may explain the pattern of the relationship between the categorical dependent variable and the independent variables is probit regression. In the probit regression, the independent variable can be categorical or continuous. Probit regression is using the link function of the standard normal distribution. If the probit regression modeling involves a cross-section data and time series data, it is called probit data panel model. Parameter estimation of random effect probit data panel model is using the maximum likelihood estimation (MLE) method with Gauss Hermite Quadrature approach. Iterative procedure by using BFGS method. BFGS method used to obtain the close form value of the parameter estimates.

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Journal Info
BAREKENG: Jurnal Ilmu Matematika dan Terapan
Website

Abbrev

barekeng

Publisher

Universitas Pattimura

Subject

Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Energy Engineering Mathematics Mechanical Engineering Physics Transportation

Description

BAREKENG: Jurnal ilmu Matematika dan Terapan is one of the scientific publication media, which publish the article related to the result of research or study in the field of Pure Mathematics and Applied Mathematics. Focus and scope of BAREKENG: Jurnal ilmu Matematika dan Terapan, as follows: - Pure ...