motHessian: Hessian matrix of log-Likelihood for mot model

Description Usage Arguments Value Author(s) See Also

Description

Hessian matrix of log-Likelihood for right censored Multiple Ordinal Tobit (MOT) model.

Usage

1
motHessian(param, xx, y, tau)

Arguments

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.

Value

hessian matrix, summarized over all observations.

Author(s)

Marvin Wright

See Also

lmmot


lmmot documentation built on May 2, 2019, 6:03 a.m.

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