copulaCont1: Fitting Linear Models with One Enedogenous Regressor using...

Description Usage Arguments Value

View source: R/cop_Cont1.R

Description

Estimates a linear model with one endogenous variable using Gaussian copula. The optimization is done via maximum likelihood, using the BFLG algorithm.

Usage

1
copulaCont1(y, X, P, param = NULL, intercept = NULL)

Arguments

y

a vector or matrix containing the dependent variable.

X

a data frame or matrix containing the regressors of the model, both exogeneous and endogeneous. The last column should contain the endogeneous variable.

P

a vector containing the continuous, non-normally distributed endogeneous variable.

param

Initial values for the parameters to be optimized over.

intercept

Optional parameter. The model is estimated by default with intercept. If no intercept is desired or the regressors matrix X contains already a column of ones, intercept should be given the value "no".

Value

Returns a list with the best set of parameters found.


Rgui/REndo_1.0 documentation built on May 10, 2017, 9:16 a.m.