/*
**   max3.e  -  A Tobit Model
**
**  Computes heteroskedastic-consistent covariance matrix
**  of parameters.  It also illustrates switching algorithms.
**
*/

library maxlik;
#include maxlik.ext;
maxset;

proc lpr(x,z);
    local t,s,m,u;
    s = x[4];
    m = z[.,2:4]*x[1:3,.];
    u = z[.,1] ./= 0;
    t = z[.,1]-m;
    retp(u.*(-(t.*t)./(2*s)-.5*ln(2*s*pi)) + (1-u).*(ln(cdfnc(m/sqrt(s)))) );
endp;

x0 = { 1, 1, 1, 1 };

_mlcovp = 3;
_mlditer = 10;
_mlmdmth = "NEWTON BRENT";

output file = max3.out reset;

    call maxprt(maxlik("tobit",0,&lpr,x0));

    print;
    print "information matrix v-c of par's";
    print _mlhsvcp;
    print;
    print "cross product v-c of par's";
    print _mlcpvcp;

output off;