grad1 {BiProbitPartial}R Documentation

Gradient of bivariate probit with partial observability

Description

Gradient of bivariate probit with partial observability

Usage

grad1(theta, X1, X2, Z, rho = 0, p = NULL, summed = T, fixrho = F)

Arguments

theta

numeric vector of dimension equal to that of the free parameter space

X1

numeric matrix of covariates for the first equation

X2

numeric matrix of covariates for the second equation

Z

numeric matrix or column vecotr of response observations

rho

numeric value for rho if fixed

p

numeric precomputed probabilities of Pr(Y1=1,Y2=1)

summed

logical if the gradient observations should be summed

fixrho

logical if rho should be fixed

Value

if summed is TRUE then the function returns the numeric column sum of the gradient matrix, else it returns a numeric vector with each entry a value of the gradient vector


[Package BiProbitPartial version 1.0.3 Index]