aldvmm.ll {aldvmm}  R Documentation 
Calculating the Negative LogLikelihood of the Adjusted Limited Dependent Variable Mixture Model
Description
aldvmm.ll
calculates the negative loglikelihood of 'data'
supplied to
aldvmm
at the
parameter values in 'par'
.
Usage
aldvmm.ll(par, X, y, psi, ncmp, dist, lcoef, lcpar, lcmp, optim.method)
Arguments
par 
a named numeric vector of parameter values. 
X 
a list of design matrices returned by

y 
a numeric vector of observed outcomes from complete observations in

psi 
a numeric vector of minimum and maximum possible utility values
smaller than or equal to 1 (e.g. 
ncmp 
a numeric value of the number of components that are mixed. The
default value is 2. A value of 1 represents a tobit model with a gap
between 1 and the maximum value in 
dist 
an optional character value of the distribution used in the
components. In this release, only the normal distribution is
available, and the default value is set to 
lcoef 
a character vector of length 2 with labels of objects including
regression coefficients of component distributions (default 
lcpar 
a character vector with the labels of objects including
constant parameters of component distributions (e.g. the standard
deviation of the normal distribution). The length of 
lcmp 
a character value representing a stub (default 
optim.method 
an optional character value of one of the following

Details
aldvmm.ll
calculates the negative loglikelihood of the adjusted limited dependent
variable mixture model using the likelihood function published in
Hernandez Alava and Wailoo (2015). Constant distribution parameters that
need to be nonnegative (i.e. the standard deviations of normal
distributions) enter the likelihood function as logtransformed values.
As the "LBFGSB" and "Rcgmin" methods in
optimr
fail
if they encounter infinite values, the loglikelihood function takes the
value 1e+20 if it is infinite during these algorithms.
The names of the parameter vector supplied to 'par'
must be
generated using aldvmm.getnames
because they will be inherited by return values
of other functions in the package 'aldvmm'
. The names will also be
used in the extraction of parameters from parameter vectors into nested
lists using
aldvmm.getpar
.
Value
a scalar of the negative loglikelihood of the data at parameter
values in 'par'
.
References
Alava, M. H. and Wailoo, A. (2015) Fitting adjusted limited
dependent variable mixture models to EQ5D. The Stata Journal,
15(3), 737–750. doi:10.1177/1536867X1501500307