estimation is as following:
y*=x'b+e, e follows N(0,sigma^2) , normal distribution
y*<a1, y<0
a1=<y*=<a2, y=0
y*<a2, y>0
How could I get the Ln[G(yj | Xj,a,b)] (the log likelyhood)in order to implement the Maximum Lilelyhood estimation
for a1 and a2?
Could anyone please help me ?


雷达卡



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