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SemiParSampleSel (version 1.0)

ghssN1: Internal Function

Description

It provides the log-likelihood, gradient and Hessian matrix for penalized maximum likelihood optimization of all parameters but the standard deviation and correlation coefficient, when assuming bivariate normal errors.

Arguments

References

Marra G. and Radice R. (in press), Estimation of a Regression Spline Sample Selection Model. Computational Statistics and Data Analysis.