[R] Discrete choice model maximum likelihood estimation

infinitehorizon barisvardar at hotmail.com
Mon May 14 15:28:11 CEST 2012


By the way, in my last post I forgot to return negative of llfn, hence the
llfn will be as follows:

llfn <- function(param) { 

bx <- param[1] 
b1 <- param[2] 
b2 <- param[3] 
b3 <- param[4] 
b <- param[5] 

lL1 <- log(L1(bx,b1,b2,b,tt)) 
lL2 <- log(L2(bx,b1,b2,b3,b,tt)) 
lL3 <- log(L3(bx,b1,b2,b3,b,tt)) 

llfn <- (a==1)*lL1+(a==2)*lL2+(a==3)*lL3 
return(-llfn)
} 

However, it does not fix the problem, I still receive the same error..

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