lambda_matrix: Lambda Matrix

Description Usage Arguments

View source: R/esreg.R

Description

Estimate the lambda matrix.

Usage

1
lambda_matrix(object, sparsity, bandwidth_estimator, misspec)

Arguments

object

An esreg object

sparsity

The estimator to be used for the sparsity in Λ, see density_quantile_function

  • iid - Piecewise linear interpolation of the distribution

  • nid - Hendricks and Koenker sandwich

bandwidth_estimator

The bandwidth estimator to be used for the iid and nid sparsity estimator, see density_quantile_function

  • Bofinger

  • Chamberlain

  • Hall-Sheather

misspec

if TRUE, the estimator accounts for potential misspecification in the model


esreg documentation built on Nov. 16, 2019, 1:07 a.m.