Qf_bet {bbreg}R Documentation

Qf_bet

Description

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

Usage

Qf_bet(theta, phiold, z, x, v, link.mean, link.precision)

Arguments

theta

vector of parameters (all coefficients).

phiold

previous value of the precision parameter (phi).

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 beta case.


[Package bbreg version 2.0.2 Index]