Displaying 1 result from an estimated 1 matches for "harvar".
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harvard
2003 Sep 08
1
Probit and optim in R
...x1 + x2)$coef
result<-optim(values.start, llik.probit, gr=grad, Y=Y, X=X, method="BFGS",
control=list(maxit=2000, fnscale=-1, trace), hessian=T)
na[j,] <-result$par
j <- j+1
}
## Probit with Real Data
#Define Data
data<-read.table("c:/mydocu~1/harvar~1/snct.dat", header=T)
y <- data$MIL
x <- cbind(rep(1, length(y)), data$COOP, data$TARGET, data$COST, data$RELAT)
#Form Likelihood
llik.probit<-function(par, X, Y){
Y <- as.matrix(y)
X <- as.matrix(x)
K <- ncol(X)
b <- as.matrix(par[1:K])
phi<-pnorm(X%*%b)
sum(Y*...