myprobit: Probit estimation

In VictorAmse/myprobit:

Description

This function estimates a tobit model for a lieft censoring at 0. Its arguments are a vector for the dependent variable (y) and a matrix for the explanatory variables (X).

Usage

myprobit(X, y)

Details

It uses the low memory BFGS algorithm from the optim function. The starting values are the coefficients of a linear model and 1 for the sd.

Examples

set.seed(1)
X=matrix(rnorm(20),ncol=2)
y=pmax(X %*% c(2,1) +rnorm(10),0)
mytobit(X = X,y = y)

VictorAmse/myprobit documentation built on May 9, 2019, 9:56 p.m.