R/MLEst.R

MLEst <-
function(S){
	ahat=S[1,2]/S[1,1]
	vx=S[1,1]
	# M on X
	Sxx=S[1:2,1:2]
	sxy=S[1:2,3]
	vem=S[2,2]-S[2,1]*S[1,2]/S[1,1]
		
	# Y on X and M
	invSxx=solve(Sxx)
	beta.v=invSxx%*%sxy # chat, bhat
	vey=S[3,3]-t(sxy)%*%invSxx%*%sxy
	thetaMLE=c(ahat,beta.v[2],beta.v[1],vx,vem,vey)
    	return(thetaMLE)
}
musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.