summary: Summary of quasi maximum likelihood estimation

In henrykye/semiBRM: Semiparametric Binary Response Models in R

Description

This shows summary of quasi maximum likelihood estimation of the parameters in the fitted semiparametric binary response model.

Usage

## S3 method for class 'semiBRM'
summary(object, ...)

Arguments

object	a fitted 'semiBRM' object.
...	further arguments (currently ignored).

Examples

# data generating process
N <- 1000L
X1 <- rnorm(N)
X2 <- (X1 + 2*rnorm(N))/sqrt(5) + 1
X3 <- rnorm(N)^2/sqrt(2)
X <- cbind(X1, X2, X3)
beta <- c(2, 2, -1, -1)
V <- as.vector(cbind(X, 1)%*%beta)
Y <- ifelse(V >= rnorm(N), 1L, 0L)

# using matrix/vector
qmle <- semiBRM(x = X, y = Y, control = list(iterlim=50))

# summary of estimation
sum_qmle <- summary(qmle)

henrykye/semiBRM documentation built on Dec. 20, 2021, 3:49 p.m.