mh_mcmc_innerC: mh_mcmc_innerC

In bcallaway11/qrme: Quantile Regression with Measurement Error

Description

Inner part of MCMC algorithm

Usage

mh_mcmc_innerC(
  startval,
  iters,
  burnin,
  drawsd,
  betmat,
  m,
  pi,
  mu,
  sig,
  y,
  x,
  tau
)

Arguments

startval	starting value for the markov chain
iters	number of Monte Carlo iterations
burnin	number of first MC iteration to drop
drawsd	the standard deviation for the standard normal draws in the MH algorithm
betmat	matrix of QR parameters
m	number of mixture components for measurement error
pi	mixture probabilities
mu	means of mixture components
sig	standard deviations of mixture components
y	outcome value (for particular observation)
x	vector of covariates (for particular observation)
tau	which values QR's have been estimated for

Value

vector of MCMC draws of measurement error

bcallaway11/qrme documentation built on June 30, 2021, 12:52 p.m.