我正在尝试模拟和估算probit model,但我无法产生预期的结果。这是我到目前为止编写的代码:
N = 10000;
b = [10;-1];
x1 = ones(N,1);
x2 = normrnd(5,1,N,1);
x = [x1,x2];
u = randn(N,1);
y = x*b + u;
y1 = (y>5);
negLogLik = @(theta) -sum(y1.*log(normcdf(x*theta))+...
(1-y1).*log(1-normcdf(x*theta)));
b_hat = fminunc(negLogLik,[5;-0.8]);