negllik_jt_rho: Computes negative log-Likelihood

Description Usage Arguments Value See Also

View source: R/negllik_jt_rho.R

Description

Internal. Pendant to negllik_jt for the ρ parameter

Usage

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negllik_jt_rho(theta, j, t, epsy, mu_xst, start_x, nx, start_y, sgmaj,
  rhoj)

Arguments

theta

parameter of variance/covariance matrix of dimension 2Tmax x 1

j

treatment

t

panel time

epsy

residuals of y

mu_xst

mean vector of x*

start_x

Tmax x trt matrix, containing indicators for panel time - treatment combinations in data vector

nx

dimension of x

start_y

Tmax x trt matrix, containing indicators for panel time - treatment combinations in outcome vector

sgmaj

variance for treatment j

rhoj

correlation for treatment j

Value

A scalar which is the negative log-Likelihood at the given point.

See Also

Other loglikelihoods: lcondx, llikj, lmvnorm, lnorm, negllik_jt


PatrickPfeifferDSc/bite documentation built on Aug. 22, 2019, 9:57 a.m.