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2010 Jul 20
0
Maximum likelihood estimation in R
...s 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<- WY-alpha[2]*l%*%t(l)-X%*%betad2%*%t(l)-l%*%t(betao2)%*%t(X)-gamma[2]*G E3<- YW-al...