maximize log likelihood function
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Hi, Ive been stuggling with this code for maximizing log likelihoood.
I recently started to learn Matlab so Im confused with function in Matlab and how it works.
hope I can get some help from here
here is my code.
data = readtable('MROZ.csv');
data = data{:,[1, 20, 6, 19, 22, 5, 3, 4]};
y = data(:,1);
x = data(:,[2,3,4,5,6,7,8]);
int = ones(753, 1);
X = horzcat(int, x);
beta = X\y; % LPM coefficient;
[beta,fval,exitflag] = fminunc(@probitnll,beta,X,y);
function nll = probitnll(beta,X,y)
yhat = X * beta;
G = normcdf(yhat);
nll = sum(y .* log(G) + (1-y) .* log(1-G));
end
1 comentario
Cris LaPierre
el 28 de Ag. de 2020
We don't have your data so can't run the code. What error message are you getting? What isn't working?
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