Displaying 1 result from an estimated 1 matches for "ptobit3".
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ptobit
2013 Apr 22
0
Copula fitMdvc:
...{ifelse(Y2>0, dnorm(Y2,x%*%beta,
sigma),(1-pnorm((x%*%beta)/sigma)))}
ptobit2 <- function(beta,sigma,x,y2) {ifelse(Y2>0,
pnorm((Y2-x%*%beta)/sigma),(1-pnorm((x%*%beta)/sigma)))}
dtobit3 <- function(beta,sigma,x,y3) {ifelse(Y3>0, dnorm(Y3,x%*%beta,
sigma),(1-pnorm((x%*%beta)/sigma)))}
ptobit3 <- function(beta,sigma,x,y3) {ifelse(Y3>0,
pnorm((Y3-x%*%beta)/sigma),(1-pnorm((x%*%beta)/sigma)))}
#mvdc object
myMvdc <- mvdc(copula = ellipCopula("normal", param = c(rho12, rho13,
rho23),dim = 3, dispstr = "un"),
margins = c("tobit1", "tobit2", &q...