Computer Code
Julia
Matlab
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.
LaTeX
Machine Learning Resources