Conduct maximum likelihood estimation of preferences given choices to an experimental instrument.
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Brian Albert Monroe 856487783a
nonpar: Add regex option to grab unique outcomes
2 years ago
R nonpar: Add regex option to grab unique outcomes 2 years ago
man feat: Add Delta Method functions 2 years ago
.Rbuildignore First commit - MSL changed to rcmle, MSL stuff dropped 4 years ago
.gitignore First commit - MSL changed to rcmle, MSL stuff dropped 4 years ago
DESCRIPTION nonpar: Add regex option to grab unique outcomes 2 years ago
NAMESPACE feat: Add Delta Method functions 2 years ago
README.md feat: Add Delta Method functions 2 years ago
readme.html feat: Add Delta Method functions 2 years ago

README.md

Maximum Likelihood Estimation for Choice Under Risk

This package provides functions to directly estimate risk and time preferences, a generic function to do any maximum likelihood estimate, and delta method function to do non-linear wald tests.

The risk and time preference estimation functions were the initial purpose of this package and may either be expanded or cut off into a new package in the future.

The generic "top_llfun" function to do maximum likelihood estimation allows for clustering of standard errors and parameters to be made linear functions of observable covariates.

The delta methods were derived because the nlWaldtest package didn't allow for arbitrary functional transformations of parameters. The delta methods are provided here because they are most useful when combined with the results from the top_llfun, but can be used for any set of estimates and covariance matrix.

Goals

Optimizer Methods to Implement