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2008 Dec 04
0
integration within maximum likelihood
...mu1<- alfz*y$z_a1 + alfp*y$p1 + mu2<- alfz*y$z_a2 + alfp*y$p2 + mu3<- alfz*y$z_a3 + alfp*y$p3 + U1<- th1 +tha*y$a1 +thb*y$b1 +thc*y$c1 +thp*y$p1 +thmu*mu1 + U2<- th2 +tha*y$a2 +thb*y$b2 +thc*y$c2 +thp*y$p2 +thmu*mu2 + U3<- +tha*y$a3 +thb*y$b3 +thc*y$c3 +thp*y$p3 +thmu*mu3 + Usum<- (exp(U1)+exp(U2)+exp(U3)) + arg1<- function(mu1) {(exp(U1)/Usum)*dnorm(mu1- alfz*y$z_a1 -alfp*y$p1)} + arg2<- function(mu2) {(exp(U2)/Usum)*dnorm(mu2- alfz*y$z_a2 -alfp*y$p2)} + arg3<- function(mu3) {(exp(U3)/Usum)*dnorm(mu3- alfz*y$z_a3 -alfp*y$p3)} + int1<- integrate(arg1,-Inf...