Dear friends,
I'm interested in obtaining bootstrapped standard errors for a model that I'm
estimating. I do realize that i can use the sample command and do the bootstrap
by hand. But I was hoping somebody can help me on how to use the "boot"
package.
The model is as follows
# Likelihood function
log.like <- function (beta, data1, data2)
{
....
....
}
## Gradient
grad.like <- function(beta, data1, data2)
{
.....
.....
}
# Dataset
data1 <- cbind(.....)
data2 <- cbind(....)
startval <- rep(0,ncol(data1)+ncol(data2))
# Optimization run
estimate <- est.out <- optim(startval, fn=log.like, gr=grad.like,
method="BFGS", data1=data1, data2=data2, hessian=T, control=c(fnscale=-1))
params <- estimate$par
Thanks in advance and wishing everybody a happy new year.
Regards
Anup
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