Questons about R capabilities
You can use the optim() function in MASS to optimize a loglikelihood function. For inspiration on the form of the loglikelihoodfunction in your case, you may consult G.S. Maddala "Limited dependent variables in econometrics" 1983 (the title may not be completely correct). Ruud *********** REPLY SEPARATOR ***********
On 5/6/2003 at 3:27 PM Howard Alper wrote:
Hello, 1) I am interested in performing a limited-dependent variable linear regression. By this I mean a classical linear regression, but for the case where the values of the dependent variable cannot vary from -infinity to +infinity, but are truncated and so are between two finite limits L1 and L2. Does R1.7 have this capability? If so what is (are) the relevant command(s)? 2) I am also interested in sampling from a multivariate normal distribution. I see that R has a command mvrnorm, but when I try to use it, I get a message to the effect that the command is not recognized. Is there something I must do to enable this command, or is it not available in version 1.7? Thanks, Howard [[alternate HTML version deleted]]
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