Various parameters that control fitting of heteroskedastic binary response models
using hetglm.
hetglm.control(method = "nlminb", maxit = 1000,
hessian = FALSE, trace = FALSE, start = NULL, …)characters string specifying the method argument
passed to optim.
integer specifying the maxit argument (maximal number
of iterations) passed to optim.
logical. Should the numerical Hessian matrix from the optim output
be used for estimation of the covariance matrix? Currently, this must not be
modified.
logical or integer controlling whether tracing information on
the progress of the optimization should be produced (passed to optim).
an optional vector with starting values for all parameters (including phi).
arguments passed to optim.
A list with the arguments specified.
All parameters in hetglm are estimated by maximum likelihood
using optim with control options set in hetglm.control.
Most arguments are passed on directly to optim, only start controls
how optim is called.
Starting values can be supplied via start or estimated by
glm.fit, using the homoskedastic model.
Covariances are derived numerically using the Hessian matrix returned by
optim.