Associate Professor of Economics
University of Oklahoma
Research Affiliate
Institute for the Study of Labor (IZA)
Fellow
Global Labor Organization (GLO)
Contact:
Department of Economics
University of Oklahoma
322 CCD1, 308 Cate Center Drive
Norman, OK 73072
Hosted on GitHub Pages — Theme by orderedlist
EM algorithm example
: Code to generate data and estimate simple versions of the EM algorithm for estimation of models with discrete type-specific unobserved heterogeneity.summarize.m
: Mimics Stata's summarize
command.normalMLE.m
: Estimates normal linear regression with heteroskedastic errors by maximum likelihood.applyRestr.m
: Allows for easy parameter restrictions in optimization problems (co-writen with Jared Ashworth).clogit.m
: Estimates conditional logit regression by maximum likelihood (co-writen with Jared Ashworth).ologit.m
: Estimates the ordered logit model by maximum likelihood.EM algorithm example
: Code to generate data and estimate simple versions of the EM algorithm for estimation of models with discrete type-specific unobserved heterogeneity.