inference: Computes standard errors, t-statistics, and p-values for the...
In RGAP: Production Function Output Gap Estimation
inference R Documentation
Computes standard errors, t-statistics, and p-values for the estimated state space parameters
using the delta method.
Description
Computes standard errors, t-statistics, and p-values for the estimated state space parameters
using the delta method.
Usage
inference(parOptim, hessian, loc)
Arguments
parOptim
The vector of optimized parameters, without transformations.
hessian
The hessian from the optimization.
loc
A 3 x n array where n is the number of optimized parameters. The array
contains information on the estimated parameters's name (loc[1, ]), its location
(loc[2, ]) and possible parameter constraints (loc[3, ]).
RGAP documentation built on Nov. 2, 2023, 6:02 p.m.
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| inference | R Documentation |
Computes standard errors, t-statistics, and p-values for the estimated state space parameters using the delta method.
Description
Computes standard errors, t-statistics, and p-values for the estimated state space parameters using the delta method.
Usage
inference(parOptim, hessian, loc)
Arguments
parOptim |
The vector of optimized parameters, without transformations. |
hessian |
The hessian from the optimization. |
loc |
A |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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