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beta4
2010 Jul 20
0
Maximum likelihood estimation in R
...on? Thanks a lot for your kind help.
My R code is as follows. If more information is needed, please let me know.
lf<-function(theta,Y,X,G) {
N<-26*26
l<-matrix(1,26,1)
alpha<-theta[1:4]
betad1<-t(t(theta[5:6]))
betad2<-t(t(theta[7:8]))
betad3<-t(t(theta[9:10]))
betad4<-t(t(theta[11:12]))
betao1<-t(t(theta[13:14]))
betao2<-t(t(theta[15:16]))
betao3<-t(t(theta[17:18]))
betao4<-t(t(theta[19:20]))
gamma<-theta[21:24]
pd<-theta[25]
po<-theta[26]
pw<-theta[27]
E1<- Y-alpha[1]*l%*%t(l)-X%*%betad1%*%t(l)-l%*%t(betao1)%*%t(X)-gamma[1]*G
E2...