LikGamma1: First step log-likelihood function for Z continuous

In depCensoring: Statistical Methods for Survival Data with Dependent Censoring

First step log-likelihood function for Z continuous

Description

This function defines the maximum likelihood used to estimate the control function in the case of a continuous endogenous variable.

Usage

LikGamma1(gamma, Z, M)

Arguments

gamma	Vector of coefficients in the linear model used to estimate the control function.
Z	Endogenous covariate.
M	Design matrix, containing an intercept, the exogenous covariates and the instrumental variable.

Value

Returns the log-likelihood function corresponding to the data, evaluated at the point gamma.

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