[R] Questons about R capabilities

Ruud H. Koning info at rhkoning.com
Thu May 8 23:47:30 CEST 2003

You can use the optim() function in MASS to optimize a loglikelihood
function. For inspiration on the form of the loglikelihoodfunction in your
case, you may consult G.S. Maddala "Limited dependent variables in
econometrics" 1983 (the title may not be completely correct). Ruud

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On 5/6/2003 at 3:27 PM Howard Alper wrote:

>1)  I am interested in performing a limited-dependent variable linear
>regression.  By this I mean a classical linear regression, but for the
>case where the values of the dependent variable cannot vary from -infinity
>to +infinity, but are truncated and so are between two finite limits L1
>and L2.  Does R1.7 have this capability?  If so what is (are) the relevant
>2)  I am also interested in sampling from a multivariate normal
>distribution.  I see that R has a command mvrnorm, but when I try to use
>it, I get a message to the effect that the command is not recognized.  Is
>there something I must do to enable this command, or is it not available
>in version 1.7?
>  Thanks,
>  Howard
>	[[alternate HTML version deleted]]
>R-help at stat.math.ethz.ch mailing list

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