compute_constraints: Compute the indexes of the values of the common regressors Xc...

In RegCombin: Partially Linear Regression under Data Combination

Compute the indexes of the values of the common regressors Xc used in the various shape constraints

Description

Compute the indexes of the values of the common regressors Xc used in the various shape constraints

Usage

compute_constraints(
  constraint,
  values,
  values_sel,
  indexes_k = NULL,
  nbV,
  grouped0,
  ind = NULL,
  c_sign = NULL
)

Arguments

constraint	the current shape constraint
values	the different unique points of support of the common regressor Xc.
values_sel	the selected values of Xc for the conditioning. Default is NULL.
indexes_k	indexes of the constraints
nbV	indexes of the constraints
grouped0	boolean indexing if the values of Xc have been changed
ind	index
c_sign	sign restrictions on the commonly observed regressors: -1 for a minus sign, 1 for a plus sign, 0 otherwise. Default is NULL, i.e. no constraints.

Value

a vector containing:

- the matrix R where each line is a constraint

- the matrices pp0 and pp1, which contains the indexes of the values of Xc in values_sel which enters the various constraints.

RegCombin documentation built on Oct. 16, 2023, 5:07 p.m.