Notation

The following notation is used throughout this model section of this document:

Notation Description
n Number of observed cases
p Number of parameters
y n x 1 vector with yi being the observed value of the ith case of the chosen dichotomous good/bad dependent variable
x n x p matrix with xij being the observed value of the ith case of the jth parameter
ß p x 1 vector with ßj being the coefficient for the jth parameter
w n x 1 vector with wi being the weight for the ith case.
l Likelihood function
L Log likelihood function
I Information matrix