全部版块 我的主页
论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
1660 1
2007-03-18

1) The underlying relationship between Y and X is Yi=βXii, where the density function ofεi is f(εi)= exp(-εi) for εi non-negative and zero otherwise. The values of X are observed, but Y is an unobserved latent variable. The only thing you know is the value of an indicator variable Z that is 1 when Y is positive and 0 when it is not positive. Using the data below, find the maximum likelihood estimate for β and test the hypothesis that β=5 using a likelihood ratio test.

X Z
2.330202 1
0.412245 1
-0.95171 0
0.652971 1
1.694773 1
0.11577 1
2.342919 1
2.111553 1
-1.45119 0
-0.41914 0
-1.876 0
1.911599 1
-0.4387 0
1.452094 1
1.928657 1
-2.48699 0
1.704174 1
0.231499 1
-2.403 0
2.293572 1
1.140321 1
-0.69274 0
-1.09291 0
2.016314 1
-0.75442 0
-1.84381 0
-1.6475 0
-2.37047 0
-2.35681 0
-0.14848 0

推倒了半天

觉得应该是找个β maximizing L=∏(1-EXP(βXi)) for all Xi<0

不知道对不对,而且不知道用什么软件做,老师上课好象说用matlab,我不会,我只会eviews

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2007-3-18 13:30:00

This is a probit model

Attached is the rough answer.

100157.pdf
大小:(23.44 KB)

 马上下载


二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群