LikGamma2: First step log-likelihood function for Z binary.

In depCensoring: Statistical Methods for Survival Data with Dependent Censoring

First step log-likelihood function for Z binary.

Description

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

Usage

LikGamma2(gamma, Z, M)

Arguments

gamma	Vector of coefficients in the logistic 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.

depCensoring documentation built on April 4, 2025, 1:52 a.m.