Statistical Analysis: Model Estimation

LIMDEP and NLOGIT’s model estimation tools for statistical analysis include maximum likelihood estimation, linear and nonlinear least squares, GMM and user specification optimization.

Maximum Likelihood

• Algorithms: DFP, DFB, BFGS, Newton, BHHH, Steepest Descent
• Control convergence criteria and maximum iterations
• Supply starting values or use default
• Control intermediate technical output
• Lagrange multiplier statistics computed at starting values

Nonlinear Least Squares and GMM

• User specified moment conditions
• Instrumental variables
• Two step estimation with optimal weighting matrix
• Random parameters

User specified optimization