Displaying 1 result from an estimated 1 matches for "mle2fit_constr".
2012 Feb 01
3
Probit regression with limited parameter space
Dear R helpers,
I need to estimate a probit model with box constraints placed on several of
the model parameters. I have the following two questions:
1) How are the standard errors calclulated in glm
(family=binomial(link="probit")? I ran a typical probit model using the
glm probit link and the nlminb function with my own coding of the
loglikehood, separately. As nlminb does not