Hey all,
I am working on to implement a random effect zip model in Mata. The model includes two random effects: one in the logit part, and another is in poisson part. Just wondering if anyone could give me an example how to do a double integration in Mata.
For example, my cluster level likelihood is as follows.
real colvector hiu1u2(real colvector u1, real colvector u2, real colvector Ai, real colvector Bi, real colvector zi, real colvector yi, real scalar s1, real scalar s2, real scalar t) {
n1=rows(u1)
n2=rows(u2)
r=J(n1*n2,1,0)
for(i=1; i<=n1;++i){
eta=Ai+s1*u1[i]
for(j=1;j<=n2;++j){
zeta=Bi+s2*u2[j]
lambda=exp(zeta)
pi=1/(1+exp(-eta))
p0=zi:*log(exp(eta)+exp(-lambda))+(1:-zi)*(-lambda+yi:*zeta-lngamma(yi+1))+log(1+exp(eta))
r[(i-1)*n1+j]=p0-.5*u1[i]^2-.5*u2[j]^2
}
return(r)
}
Just dont know how to conduct the double integration over u1 & u2. I tried the Quadrature but had problem to give upper and lower bounds for u1 and u2 simultaneously.
Any suggestion will be highly appreciated!
Thank you very much!
Related Posts with double integral in Mata
Problem in duplicate case using HIES 2018-19My data has duplicate cases, I want to remove duplicate case if they report '2' as response in varia…
test Code: . xtnbreg collab_weight lie_dummy lmie_dummy umie_dummy hie_dummy crudeoil distance exp_good…
Bootstrap Maximum Likelihood Estimation_ time-seriesDear Statalist users, I would like to conduct a bootstrap maximum likelihood to estimate a linear t…
Retaining the 5 closest matches when matching firms using -rangejoin-Hi I have a matched panel data set of treated and control firms, matched on industry (sic2), and 50…
longitudinal analysis with measurements taken at different timesdear stata users, I'm dealing with a longitudinal dataset with measurements taken in different time…
Subscribe to:
Post Comments (Atom)
0 Response to double integral in Mata
Post a Comment