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Nonparametric Estimation of the Random Coefficients Model in Python

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 نشر من قبل Emil Alfred Edgar Mendoza
 تاريخ النشر 2021
  مجال البحث الاحصاء الرياضي
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We present $textbf{PyRMLE}$, a Python module that implements Regularized Maximum Likelihood Estimation for the analysis of Random Coefficient models. $textbf{PyRMLE}$ is simple to use and readily works with data formats that are typical to Random Coefficient problems. The module makes use of Pythons scientific libraries $textbf{NumPy}$ and $textbf{SciPy}$ for computational efficiency. The main implementation of the algorithm is executed purely in Python code which takes advantage of Pythons high-level features.



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