Re: [R] Help: Maximum likelihood estimation

http://r.789695.n4.nabble.com/file/n3018477/JEC.dta JEC.dta This is the data. http://r.789695.n4.nabble.com/file/n3018477/A_Study_of_Cartel_Stability_The_Joint_Executive_Committee.pdf A_Study_of_Cartel_Stability_The_Joint_Executive_Committee.pdf This is the original paper. The variable S is

Re: [R] Help: Maximum likelihood estimation

I'm not quite familiar with E-M algorithm, but I think what I did was the first step of the iteration. The method used in the original article is as follow: http://r.789695.n4.nabble.com/file/n3008241/untitled.png I gave lamda an initial value, and maximized the likelihood function. This is the

[R] Help: Maximum likelihood estimation

I was trying to reproduce a result in a published journal, and I have come across some difficulties. I have the following equation, which is two equations combined together. http://r.789695.n4.nabble.com/file/n3006584/Screenshot.png where

[R] How to compute heteroskedasticity-robust LM statistic?

Anyone using Wooldrige's Introductory Econometrics: A Modern Approach? In the 3rd edition example 8.3, I use the following method to compute heteroskedasticity-robust LM statistic library(car) linear.hypothesis(model,c(avgsen=0,I(avgsen^2)=0) ,test=Chisq,vcov=hccm(model,type=hc0)) The result