Overview
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7 statements · 0% with external sources · numbers in brackets are citations
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1 identifiers linking BHHH algorithm across the web's reference databases
7 statements · 0% with external sources · numbers in brackets are citations
1 identifiers linking BHHH algorithm across the web's reference databases
From Wikipedia, the free encyclopedia · Read full article · Text CC BY-SA 4.0
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: Ernst R. Berndt, Bronwyn Hall, Robert Hall, and Jerry Hausman.