/*
**   maxlik11.e  -  profile of a Tobit model
**
*/

library maxlik,pgraph;
#include maxlik.ext;
#include pgraph.ext;
graphset;
maxset;
proc lpr(x,z);
    local s,m,u;
    s = x[4];
    if s <= 0;
       retp(error(0));
    endif;
    m = z[.,2:4]*x[1:3,.];
    u = z[.,1] ./= 0;
    retp(u.*lnpdfn2(z[.,1]-m,s) + (1-u).*(ln(cdfnc(m/sqrt(s)))) );
endp;


x0 = { 1, 1, 1, 1 };
__title = "tobit example";

output file = maxlik11.out reset;

__output = 5;
_max_Select = { 2 };

{x,f,g,cov,ret} = maxprofile("tobit",0,&lpr,x0);


output off;