gheckman: Use this function to estimate Multivariate Switch model

In bogdanpotanin/MultivariateSwitch: Estimates multivariate selection-switch models via two-step and maximum likelihood procedures

Use this function to estimate Multivariate Switch model

Description

Use this function to estimate Multivariate Switch model

Usage

gheckman(data, outcome, selection1 = NULL, selection2 = NULL,
  selection3 = NULL, selection4 = NULL, selection5 = NULL, group = NULL,
  zo3 = NULL, ShowInfo = TRUE, onlyTwostep = FALSE,
  opts = list(algorithm = "NLOPT_LD_TNEWTON", xtol_rel = 1e-08, print_level =
  1, maxeval = 1e+06), x0 = NULL)

Arguments

data	data frame containing the variables in the model
outcome	main (continious) equation formula
selection1	the first selecton equation formula
selection2	the second selecton equation formula
selection3	the third selecton equation formula
selection4	the fourth selecton equation formula
selection5	the fifth selecton equation formula
group	vector which determines outcome to each group
zo3	matrix which rows correspond to possible combination of selection equations values.
ShowInfo	shows likelihood function optimization info
onlyTwostep	if true then only two-step procedure used
opts	options that are passed to nlopt
x0	optional initial values to be used while solving optimization task

Details

This function estimates Multivariate Switch model via maximum-likelihood and two-step procedures. This model was developed by Kossova E.V. and Potanin B.S. Dependent variables in selection equations should have values -1 or 1. Also there is a special value 0 which indicates that this observation is unobservable but it is necessary to take into consideration other selection equation information while calculating likelihood function. The i-th row of zo3 corresponds to i-th element of group. zo3 rows should contain information regarding possible combinations of selection equations values. While group determines the outcome for each of this possible combinations. Special 0 value for group responsible for sample selection.

bogdanpotanin/MultivariateSwitch documentation built on Oct. 5, 2022, 2:46 p.m.