Displaying 1 result from an estimated 1 matches for "abhlth".
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abbath
2004 Sep 21
1
Problems with boot and optim
...as.matrix(z)
K <-ncol(X)
M <-ncol(Z)
b <- as.matrix(par[1:K])
gamma <- as.matrix(par[K+1:M])
mu <- (X%*%b)
sd <- exp(Z%*%gamma)
mu.sd <-(mu/sd)
#Form Likelihood
log.phi <- pnorm(ifelse(Y == 0, -1, 1) * mu.sd, log.p = TRUE)
2 * sum(log.phi)
}
y <- as.matrix(abhlth)
x <- as.matrix(reliten)
ones = rep(1, nrow(x))
x = cbind(ones,x)
z = as.matrix(abinfo)
data.het <- as.matrix(cbind(y,x,z))
het.fit <- function(data){
mod <- optim(c(1,0,0), lik.hetprobit, Y=data$y, X=data$x, Z=data$z,
method="BFGS",
control=list...