4.29 MATLAB BINOARY PROHIBIT

浅浅备个份吧

macbook新建txt文档的方法：

app里面的文本编辑--新建--最上面一行的格式里选纯文本--然后复制粘贴数据保存就是txt了

%%CHAPTER 5_1:BINARY MODEL

clear

clc

%%%The data

load Data_51.txt;

Y=Data_51(:,1); %%explanatory variable:LFP

T=length(Y); %sample size

One=ones(T,1);

XX=[One Data_51(:,2:end)]; %explanatory variables:

K=size(XX,2); %%NUMBER OF explanatory variables,that is "p" in Notes

%%%ML Estimator:use the MATLAB function:fminunc

b0=zeros(K,1); %the initial value for parameter vector beta

opt=optimset('LargeScale','off','Display','iter','MaxFunEvals',inf,'Max','Inf');

[beta1,F1,~,~,~,Hess1]=fminunc(@(b)BinaryProbitLL(b,Y,XX),b0,opt);

%%Used Functions

function LL = BinaryProbitLL(Beta,YY,XE) %Unsricted probit Model

FF=normcdf(XE*Beta);

LLE=YY*log(FF)+(1-YY)*log(1-FF);

LL=sum(LLE); %(5.17)

LL=-LL; %%negative log-likelihood function

end