Modeling in R with Log Likelihood Function
Similar to NLMIXED procedure in SAS, optim() in R provides the functionality to estimate a model by specifying the log likelihood function explicitly. Below is a demo showing how to...continue reading.
Category: Rstat
Fractional Logit Model with Python
In [1]: import pandas as pd In [2]: import statsmodels.api as sm In [3]: data = pd.read_table(‘/home/liuwensui/Documents/data/csdata.txt’) In [4]: Y = data.LEV_LT3 In [5]: X = sm.add_constant(data[[‘COLLAT1’, ‘SIZE1’, ‘PROF2’, ‘LIQ’,...continue reading.
