nmm

Adjusted Akaike's Information Criterion.

LL_joint Function for joint log-likelihood with correlation between continuous and discrete equations

LL_joint_no_corr Function for log-likelihood without correlation between continuous and discrete equations

Time-use and expenditure dataset

Trip dataset

MNlogitf or MNdogitf returns log-likelihood(LL) expression for discrete equations of "logit" or "dogit" model.

Add interactions

add_variable adds columns to the data matrix

Bread for Sandwiches.

Returns function for sigma and rho calculation

Checks if starting values have names

check_par_av Checks if all elements of par are available in object.

Collapses lines ending with " "

combine_attr_deriv combines attributes of two deriv() results.

cond_expr returns moments of conditional multivariate normal distribution X|Y (last variable is dependent). Only expression for X|Y. Requires installation of Maxima software.

cond_mean_cov_expr returns conditional mean and variance X|Y of conditional multivariate normal distribution . X is discrete variable, Y are continuous variables. No correlation between discrete eq.

Goodness of fit measures

convert_attr2exp converts symbolic attribute of derivative into expression object.

Significance of correlation matrix

Log-likelihood expressions for cont. equations plus 1 discrete

Example dataset

Log-likelihood expressions for cont. equations

Log-likelihood expressions for cont. equations sem

Get expression of Hessian and Gradient for discrete choice model with quantile transformation

Hessian and Gradient expressions

Goodness of fit measures for both parts

Log-likelihood expressions for cont. equations

Another Log-likelihood expressions for cont. equations version 2

extract_attr_deriv converts attributes(hessian/gradient) of deriv() into a matrix of character strings.

Takes out only data used in continuous estimation

f_create creates functions for log-likelihood of different models.

Internal helper function

help function

Help function

Help function

help function

formula2string removes square brackets from the supplied expressions. Convert par[2] -> par2, sigma[2] -> sigma_2_, sigma[2,3] -> sigma_2x2

Function for finding starting values for nls equations with errors

get_npar Get number of parameters or vector of parameters in supplied equations. Extracts the number of parameters used in equations. Parameters are given as par[1], ..., par[n].

get_par replaces names of parameters with par[i].

get_start get starting values for discrete or continuous choice model.

get_start_cont get starting values for continuous equations.

get_start_disc get starting values for discrete choice model.

grad_hess_eval forms function of gradient and Hessian of log-likelihood produced by f_create.

Gradient with supplied coefficients

Internal helper function for MNdogitf

Internal helper function for MNlogitf

Generates objects needed for diagnostics functions

Hessian with supplied coefficients

Calculate Heat rate

in2nmm convert some estimation results into nmm object.

Log-likelihood(LL) with supplied coefficients.

maxle returns expression of log-likelihood (LL) of joint normal distribution.

maxle_p returns expression of partitioned log-likelihood. f(y1,y2,..,yn)=f(y1)f(y2|y1)f(y3|y2y1)...f(yn|y1..y(n-1))

Meat for Sandwiches

mlsem returns expression of log-likelihood for joint normal distribution, for maximum likelihood (ML), Simultaneous Equations Models (SEM) variant.

Modifies function to optimize sigma and rho

Maximum likelihood estimation of nonlinear multivariate models (NMM).

searches for 1st good optimization method between possible maxLik algorithms

searches for 1st good optimization method between possible maxLik algorithms and then applies DEoptim

searches for best optimization method between possible maxLik algorithms

last time try out DEoptim if no functions before produced "good" results

nrParam return number of parameters used in the estimation.

Converts vector of variances and correlations values into a matrix

prepare_data prepare data for the estimation.

pseudo R^2

Replaces expressions ".exprXX" with strings

replace_par replaces text with other text.

replace_par_wrap replace text with other text, wrapper of replace_par.

Converts sigma matrix into parameter vector

Helper functions

string2formula add square brackets to expressions. Reverse of formula2string. Convert par[2] <- par2, sigma[2] <- sigma_2_, sigma[2,3] <- sigma_2x2

Test if maxLik produces an error

Checks if nmm object has an error

wxMaxima does symbolic computation in 'Maxima' Requires installation of Maxima software.