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getprofit
2004 Sep 21
1
Problems with boot and optim
...ap
it with the sample command and a loop, but then the analysis in the next
step isn't as nice
The code for the likelihood and the call to boot is below. I have tried
numerous other permutations as well.
I am using R 1.9.1 on Windows XP pro.
Thanks
Luke Keele
#Define Likelihood
lik.hetprobit <-function(par, X, Y, Z){
#Pull Out Parameters
Y <- as.matrix(y)
X <- as.matrix(x)
Z <- 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....