qrnegLogLikensum_or1: Negative log-likelihood for ordinal quantile model with more...

Description Usage Arguments Details Value References See Also Examples

View source: R/ORI.R

Description

Function for calculating the negative log-likelihood for ordinal quantile model with more than 3 outcomes.

Usage

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qrnegLogLikensum_or1(deltaIn, y, x, beta, p)

Arguments

deltaIn

initialization of cut-points.

y

observed ordinal outcomes, column vector of dimension (n x 1).

x

covariate matrix of dimension (n x k) including a column of ones.

beta

column vector of coefficients of dimension (k x 1).

p

quantile level or skewness parameter, p in (0,1).

Details

Computes the negative of the log-likelihood function for ordinal quantile regression model with more than 3 outcomes.

Value

Returns a list with components

References

Rahman, M. A. (2016). “Bayesian Quantile Regression for Ordinal Models.” Bayesian Analysis, 11(1): 1-24. DOI: 10.1214/15-BA939

See Also

likelihood maximization

Examples

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set.seed(101)
deltaIn <- c(-0.002570995, 1.044481071)
data("data25j4")
x <- data25j4$x
y <- data25j4$y
p <- 0.25
beta <- c(0.3990094, 0.8168991, 2.8034963)
output <- qrnegLogLikensum_or1(deltaIn, y, x, beta, p)

# nlogl
#   0.7424858
#   1.1649645
#   2.1344390
#   0.9881085
#   2.7677386
#   0.8229129
#   0.8854911
#   0.3534490
#   1.8582422
#   0.9508680 .. soon

# negsumlogl
#   663.5475

bqror documentation built on Nov. 22, 2021, 1:07 a.m.