aldvmm.ll {aldvmm} | R Documentation |
Calculating the Negative Log-Likelihood of the Adjusted Limited Dependent Variable Mixture Model
Description
aldvmm.ll
calculates the negative log-likelihood 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 log-likelihood 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 non-negative (i.e. the standard deviations of normal
distributions) enter the likelihood function as log-transformed values.
As the "L-BFGS-B" and "Rcgmin" methods in
optimr
fail
if they encounter infinite values, the log-likelihood 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 log-likelihood of the data at parameter
values in 'par'
.
References
Alava, M. H. and Wailoo, A. (2015) Fitting adjusted limited
dependent variable mixture models to EQ-5D. The Stata Journal,
15(3), 737–750. doi:10.1177/1536867X1501500307