This package provides estimates of parameters and standard errors using a Monte Carlo local likelihood method.
The pacakge mcll is based on Jeon, Kaufman, and Rabe-Hesketh (2014).
Details
Package:
mcll
Type:
Package
Version:
1.2
Date:
2014-3-1
License:
GPL
Author(s)
Minjeong Jeon <jeon.117@osu.edu>, Cari Kaufman <cgk@berkeley.edu>, and Sophia Rabe-Hesketh <sophiarh@berkeley.edu>
Maintainer: Minjeong Jeon <jeon.117@osu.edu>
References
Jeon, M., Kaufman, C., and Rabe-Hesketh, S. (2014).
Monte Carlo local likelihood for approximate MLE of complex models. Under revision.