Re: [R] Different standard errors from R and other software

2010-06-26 Thread Joris Meys
If I understand correctly from their website, "discrete choice" models are mostly generalized linear models with the common link functions for discrete data? Apart from a few names I didn't recognize, all analyses seem quite "standard" to me. So I wonder why you would write the log-likelihood yours

[R] Different standard errors from R and other software

2010-06-26 Thread Min Chen
Hi all, Sorry to bother you. I'm estimating a discrete choice model in R using the maxBFGS command. Since I wrote the log-likelihood myself, in order to double check, I run the same model in Limdep. It turns out that the coefficient estimates are quite close; however, the standard errors are v