/*
**   maxlik7.e  -  A bootstrapped 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;

rndseed 787889;

output file = maxlik7.out reset;

__title = "tobit example";
__output = 10;

x0 = { 1, 1, 1, 1 };
{x,f,g,cov,ret} = MAXLIK("tobit",0,&lpr,x0);
call maxprt(x,f,g,cov,ret);

_max_BootFname = "mboot7";
call MAXboot("tobit",0,&lpr,x);

__title = "confidence limits from  bootstrapped coefficients";
cl = MAXBLimits("mboot7");
call MAXCLPrt(x,f,g,cl,ret);

printdos "\n  MAXBoot has created the GAUSS data file `mboot7'\n";
printdos "  containing the bootstrapped coefficients.  You may\n";
printdos "  want to delete this file after the program has been run\n\n";
"press any key for kernel density plots...";
call keyw;

call MAXdensity("boot7",0);

printdos "\n";
printdos "Press any key for histogram and surface plots...";
call keyw;

call MAXhist("boot7",0);

output off;