请问下各路大神,我想做如下方程的极大似然估计,怎么限制算出来的p的取值范围在0-1之间?
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- * Example generated by -dataex-. To install: ssc install dataex
- function f = gmmreg2(para,num,X,y )
- b=para(1:5);
- mu1=para(6);
- mu2=para(7);
- sig1=para(8);
- sig2=para(9);
- p=para(10);
- eta=y-X*b;
- pdf=p*normpdf(eta,mu1,sig1)+(1-p)*normpdf(eta,mu2,sig2);
- pdf=max(pdf,eps);
- if num==1
- f=log(pdf);
- else
- f=-sum(log(pdf));
- end
[color=rgb(51, 102, 153) !important]复制代码
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