About: Berndt–Hall–Hall–Hausman algorithm

An Entity of Type: software, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

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.

Property	Value
dbo: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)
dbo:wikiPageExternalLink	https://archive.org/details/advancedeconomet00amem/page/137 https://books.google.com/books%3Fid=gqI-pAP2JZ8C&pg=PA452
dbo:wikiPageID	4229002 (xsd:integer)
dbo:wikiPageLength	4203 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID	1089870727 (xsd:integer)
dbo:wikiPageWikiLink	dbr:Algorithm dbr:Robert_Hall_(economist) dbr:Optimization_(mathematics) dbr:Gradient dbr:Likelihood_function dbr:Bronwyn_Hall dbc:Optimization_algorithms_and_methods dbr:Data dbr:Nonlinear dbc:Estimation_methods dbr:Jerry_Hausman dbr:Coefficient dbr:Hessian_matrix dbr:Broyden–Fletcher–Goldfarb–Shanno_algorithm dbr:Newton's_method_in_optimization dbr:Outer_product dbr:Fisher_information dbr:Newton–Raphson dbr:Davidon–Fletcher–Powell_algorithm dbr:Numerical_optimization dbr:Ernst_R._Berndt
dbp:wikiPageUsesTemplate	dbt:Citation_needed dbt:Cite_book dbt:Reflist dbt:Optimization_algorithms
dcterms:subject	dbc:Optimization_algorithms_and_methods dbc:Estimation_methods
gold:hypernym	dbr:Algorithm
rdf:type	dbo:Software yago:WikicatOptimizationAlgorithmsAndMethods yago:Abstraction100002137 yago:Act100030358 yago:Activity100407535 yago:Algorithm105847438 yago:Event100029378 yago:Procedure101023820 yago:PsychologicalFeature100023100 yago:YagoPermanentlyLocatedEntity yago:Rule105846932
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)
rdfs:label	Berndt–Hall–Hall–Hausman algorithm (en)
owl:sameAs	freebase:Berndt–Hall–Hall–Hausman algorithm wikidata:Berndt–Hall–Hall–Hausman algorithm https://global.dbpedia.org/id/4Ugv6
prov:wasDerivedFrom	wikipedia-en:Berndt–Hall–Hall–Hausman_algorithm?oldid=1089870727&ns=0
foaf:isPrimaryTopicOf	wikipedia-en:Berndt–Hall–Hall–Hausman_algorithm
is dbo:wikiPageRedirects of	dbr:BHHH_algorithm dbr:Berndt-Hall-Hall-Hausman_algorithm dbr:BHHH
is dbo:wikiPageWikiLink of	dbr:BHHH_algorithm dbr:Berndt-Hall-Hall-Hausman_algorithm dbr:Dynamic_discrete_choice dbr:Maximum_likelihood_estimation dbr:Bronwyn_Hall dbr:Score_test dbr:BHHH
is dbp:contributions of	dbr:Bronwyn_Hall
is foaf:primaryTopic of	wikipedia-en:Berndt–Hall–Hall–Hausman_algorithm