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Question on "integrating out against a density"

Asked by Margaret on 7 Jun 2014
Latest activity Commented on by Star Strider on 7 Jun 2014

I am trying to set up the likelihood function following Wooldridge (2005)'s dynamic probit estimator using Matlab (this is my first time using Matlab, and I am doing this for practice), but I am not sure how to model the "integrating out a_i" part of the likelihood function, where c_i (the random effect) = alpha0+alpha1y_i0+z_ialpha2+a_i, a_i~normal(0, sigma_a^2).

Could someone give me a hint on how to do this?

Thank you.


Star Strider on 7 Jun 2014

I still don’t know what integrals. Please post the PDF of the paper you’re referring to. (My telepathic abilities aren’t working at all well this morning.)

Image Analyst on 7 Jun 2014

Star, once you reach 25,000 reputation points they let you beta test the Mind Reading Toolbox. So far only Walter has it. Something to strive for though.

Star Strider on 7 Jun 2014

WOW! Cool! Something to strive for, definitely! Even better than being able to delete spam.



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1 Answer

Answer by Image Analyst on 7 Jun 2014

No. How could we? Pretend you're looking at it from our point of view. Would you be able to answer that if you were us?


Image Analyst

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