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// Using logit on big data

 

Using logit on big data -  from iterative methods to analytical solutions

Birgit Stoltenberg

Numerical optimization for logit models is often time consuming, at least for big data. In this paper several analytical approaches are combined to solve logit models in a practical context including (sign) restrictions and constraints. The application to a household panel model compares the two approaches on several dimensions.

To read the full paper, please download the pdf.