mcll-package: Monte Carlo local likelihood estimation

Description

This package provides estimates of parameters and standard errors using a Monte Carlo local likelihood method. The pacakge mcll is based on Jeon, Kaufman, and Rabe-Hesketh (2014).

Arguments

Details

Package:

mcll

Type:

Package

Version:

1.2

Date:

2014-3-1

License:

GPL

References

Jeon, M., Kaufman, C., and Rabe-Hesketh, S. (2014). Monte Carlo local likelihood for approximate MLE of complex models. Under revision.