Description Usage Arguments Value Author(s) See Also
Hessian matrix of log-Likelihood for right censored Multiple Ordinal Tobit (MOT) model.
1 | motHessian(param, xx, y, tau)
|
param |
parameter vector: (beta_0, beta_1, ... , beta_m, sigma). |
xx |
design matrix of the model. |
y |
observation vector. |
tau |
threshold vector from tau_1 to tau_K. |
hessian matrix, summarized over all observations.
Marvin Wright
lmmot
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