LikGamma1 {depCensoring} | R Documentation |
First step log-likelihood function for Z continuous
Description
This function defines the maximum likelihood used to estimate the control function in the case of a continuous endogenous variable.
Usage
LikGamma1(gamma, Z, M)
Arguments
gamma |
Vector of coefficients in the linear model used to estimate the control function. |
Z |
Endogenous covariate. |
M |
Design matrix, containing an intercept, the exogenous covariates and the instrumental variable. |
Value
Returns the log-likelihood function corresponding to the data,
evaluated at the point gamma
.
[Package depCensoring version 0.1.2 Index]