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Question on "integrating out against a density"
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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.
7 Comments
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.
Answers (1)
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?
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