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SemiParSampleSel (version 1.0)

ghssN2: Internal Function

Description

It provides the log-likelihood, gradient and Hessian matrix for unpenalized maximum likelihood optimization for the standard deviation and correlation parameters only, 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.