ll_ordered function

Log-likelihood in the ordered probit model

Log-likelihood in the ordered probit model

This function computes the log-likelihood value given the threshold increments d.

ll_ordered(d, y, mu, Tvec)

Arguments

  • d: A numeric vector of threshold increments.
  • y: A matrix of the choices.
  • mu: A matrix of the systematic utilities.
  • Tvec: The element Tvec in sufficient_statistics.

Returns

The log-likelihood value.

Examples

ll_ordered(c(0,0,0), matrix(1), matrix(1), 1)