apollo_tobit {apollo} | R Documentation |
Calculates density for a Tobit model (censored Normal)
Description
Calculates density for a censored Normal distribution at a specific value with a specified mean and standard deviation and user provided bounds, and can also perform other operations based on the value of the functionality
argument.
Usage
apollo_tobit(tobit_settings, functionality)
Arguments
tobit_settings |
List of arguments to the functions. It must contain the following.
|
functionality |
Character. Setting instructing Apollo what processing to apply to the likelihood function. This is in general controlled by the functions that call
|
Details
This function calculates the probability of the linear model outcomeTobit = mu + xTobit + epsilon, where epsilon is a random error distributed Normal(0,sigma), but with optional lower and upper bounds imposed by the user (outside of which the density would be 0).
Value
The returned object depends on the value of argument functionality
as follows.
-
"components"
: Same as"estimate"
-
"conditionals"
: Same as"estimate"
-
"estimate"
: vector/matrix/array. Returns the likelihood for each observation. -
"gradient"
: List containing the likelihood and gradient of the model component. -
"output"
: Same as"estimate"
but also writes summary of input data to internal Apollo log. -
"prediction"
: Predicted value at the observation level. -
"preprocess"
: Returns a list with pre-processed inputs, based ontobit_settings
. -
"raw"
: Same as"estimate"
-
"report"
: Dependent variable overview. -
"shares_LL"
: Not implemented. Returns a vector of NA with as many elements as observations. -
"validate"
: Same as"estimate"
, but it also runs a set of tests to validate the function inputs. -
"zero_LL"
: Not implemented. Returns a vector of NA with as many elements as observations.