bhhh method for nonlinear regression

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nana fafa
nana fafa on 26 Apr 2011
does anybody know about bhhh method in matlab? please help me about the GUI for bhhh method
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nana fafa
nana fafa on 26 Apr 2011
this method for nonlinear regression
please help me about the GUI
Walter Roberson
Walter Roberson on 26 Apr 2011
Please indicate what it is about the GUI that you are requesting assistance with.

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Answers (1)

Richard Willey
Richard Willey on 26 Apr 2011
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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