Berndt–Hall–Hall–Hausman algorithm

The Berndt–Hall–Hall–Hausman (BHHH) algorithm is a numerical optimization algorithm similar to the Newton–Raphson algorithm, but it replaces the observed negative Hessian matrix with the outer product of the gradient. This approximation is based on the information matrix equality and therefore only valid while maximizing a likelihood function.

Source: Wikipedia — Berndt–Hall–Hall–Hausman algorithm (CC BY-SA 4.0)