finalOPLP: OP and LP estimation routine

Description Usage Arguments Details Author(s)

View source: R/prodestOPLP.R

Description

finalOPLP is the function linking the data cleaning part of the routine with the final function to be bootstrapped.

Usage

1
  finalOPLP(ind, data, fnum, snum, cnum, opt, theta0, boot, tol, att)

Arguments

ind

Vector of indices to reshuffle the data.

data

data.frame with the data to perform the estimation on.

fnum

Number of free variables.

snum

Number of state variables.

cnum

Number of control variables.

opt

String with the optimizer.

theta0

Vector of starting points.

boot

Binary indicator for the estimation routine being the baseline estimation or a bootstrap repetition.

tol

Optimization tolerance set.

att

Indicator for attrition in the data - i.e., if firms exit the market.

Details

finalOPLP() accepts at 9 inputs: a vector of reshuffled indices, the data.frame with the data, the number of free, state and control variables, the starting points, the optimizer, an indicator for bootstrapped repetitions and the optimization tolerance. It collects the results of gACF() function - baseline and bootstrapped - calculates the standard errors and stores all in a prod object.

Author(s)

Gabriele Rovigatti


prodest documentation built on May 2, 2019, 8:34 a.m.