hess function

Hessian for the loglikelihood used by ui.probit

This function derives the hessian in order for ui.probit to run faster.

hess(par, rho, X.z = X.z, X.y = X.y, y = y, z = z)

Arguments

• par: Coefficients.
• rho: Rho.
• X.z: Covariate matrix for missingness.
• X.y: Covariate matrix for outcome.
• y: Outcome.
• z: Missing or not.