
llmnp
evaluates the log-likelihood for the multinomial probit model.
llmnp(beta, Sigma, X, y, r)
Value of log-likelihood (sum of log prob of observed multinomial outcomes)
k x 1 vector of coefficients
(p-1) x (p-1) covariance matrix of errors
n*(p-1) x k array where X is from differenced system
vector of n indicators of multinomial response (1, ..., p)
number of draws used in GHK
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.
createX
with DIFF=TRUE
to create
Model for each obs:
Censoring mechanism:
if
if
To use GHK, we must transform so that these are rectangular regions
e.g. if
Define
For further discussion, see Chapters 2 and 4, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
createX
, rmnpGibbs
if (FALSE) ll=llmnp(beta,Sigma,X,y,r)
Run the code above in your browser using DataLab