estibetaML: Estimates beta, knowing epsilon and delta, by maximum...

Description Usage Arguments Value

Description

Estimates beta, knowing epsilon and delta, by maximum likelihood.

Usage

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estibetaML(x, a, epsilon, delta, phi = expit, dphi = dexpit,
  phiinv = expitinv, maxit = 3)

Arguments

x

A matrix of covariates of dimension n x p

a

A vector a of 0s and 1s of dimension n

epsilon

A real number between 0 and 1 such that epsilon+delta<1

delta

A real number between 0 and 1

phi

A function that maps the real line onto the interval (0,1)

dphi

The derivative of phi

phiinv

The inverse of phi

maxit

The maximum number of iterations to be performed.

Value

a real number between 0 and 1


mvaldora/SPPS documentation built on May 7, 2019, 12:53 a.m.