[R] Semiparametric double-index Klein Vella 2009 estimator question.

[pegasus_sudaka]

Dear List's Members, 
I'm trying to implement "1. Roger Klein and Francis Vella, “A semiparametric
model for binary response and continuous outcomes under index
heteroscedasticity,” Journal of Applied Econometrics 24, no. 5 (2009):
735-762.
" estimator. I have a technical doubt about the choice of the optimizer for
the likelihood function maximization. That of pg. 743, the function is 
Q.star<-sum(tx*(y2*log(P.star)+(1-y2)*log(1-P.star)))
with y2 ={0,1} 
and P.star a probability estimated using a semiparametric double-index
estimation. 
I've tried DEoptim that is a global optimizer, but I would like to know what
are the best options for this problems. Both to achieve the global maximum
and also speed. 
Nloptr? Alabama? optimize?
Please help me. 
Victor 
Ecuador South America


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