Describe how you would implement this algorithm

Reference no: EM131045141

Consider the multilogit model with K classes (4.17). Let β be the (p + 1)(K - 1)-vector consisting of all the coefficients. Define a suitably enlarged version of the input vector x to accommodate this vectorized coefficient matrix. Derive the Newton-Raphson algorithm for maximizing the multinomial log-likelihood, and describe how you would implement this algorithm.

Reference no: EM131045141

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