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dtobit
2013 Apr 22
0
Copula fitMdvc:
...)/nrow(Xi)
rho12<- cor(resid1, resid2)
rho13<- cor(resid1, resid3)
rho23<- cor(resid2, resid3)
library("copula")
library(mvtnorm)
x<-as.matrix(cbind( 1,Xi))
km<- as.numeric(ncol(x))
#Parameters
beta <- rbind(rep(0,km))
sigma <- 1
rho <- 0.5
#user-defined functions
dtobit1 <- function(beta,sigma,x,y1) {ifelse(Y1>0, dnorm(Y1,x%*%beta,
sigma),(1-pnorm((x%*%beta)/sigma)))}
ptobit1 <- function(beta,sigma,x,y1) {ifelse(Y1>0,
pnorm((Y1-x%*%beta)/sigma),(1-pnorm((x%*%beta)/sigma)))}
dtobit2 <- function(beta,sigma,x,y2) {ifelse(Y2>0, dnorm(Y2,x%*%beta,
sigm...