Qf_bes {bbreg}R Documentation

Qf_bes

Description

Q-function related to the bessel model. This function is required in the Expectation-Maximization algorithm.

Usage

Qf_bes(theta, wz, z, x, v, link.mean, link.precision)

Arguments

theta

vector of parameters (all coefficients: kappa and lambda).

wz

parameter representing E(1/W_i|Z_i = z_i, theta).

z

response vector with 0 < z_i < 1.

x

matrix containing the covariates for the mean submodel. Each column is a different covariate.

v

matrix containing the covariates for the precision submodel. Each column is a different covariate.

link.mean

a string containing the link function for the mean. The possible link functions for the mean are "logit","probit", "cauchit", "cloglog".

link.precision

a string containing the link function the precision parameter. The possible link functions for the precision parameter are "identity", "log", "sqrt", "inverse".

Value

Scalar representing the output of this auxiliary function for the bessel case.


[Package bbreg version 2.0.2 Index]