blm (version 2011.2.0)

summary: Summary of blm and lexpit model fit.

Description

A list of estimates and convergence status of a blm or lexpit model fit.

Details

In unconstrained optimization, the elements of the gradient should be near to zero at the maximizing value of the parameters. However, when constraints are active, i.e. when the parameters are at the boundary of the feasible region, this condition might not be met.

An inequality constraint is declared active if, at the final estimates of the algorithm, the evaluated inequality is near to zero. The default threshold is 1e-4.

References

Cox, D. R. & Snell, E. J. (1989). The Analysis of Binary Data, Second Edition, London: Chapman and Hall.

Efron, B. (1978), Regression and ANOVA with zero-one data: measures of residual variation, Journal of the American Statistical Association 73, 113-121.

McFadden, D. (1974), Conditional logit analysis of qualitative choice behaviour, in: P. Zarembka (ed.), Frontiers in Econometrics, Academic Press, New York, 105-142.

See Also

For further details on convergence report constrOptim.nl

Examples

data(grad)

admission <- lexpit(admit~I(rank>1),admit~I(scale(gre)),grad)

summary(admission)