varAK3diffrat: Gives the variance of the unemployment rate estimates derived...

In DanielBonnery/CompositeRegressionEstimation: X

Description

Gives the variance of the unemployment rate estimates derived from AK estimators from the A,K coefficients and the variance covariance matrix of the month in sample estimates

Usage

varAK3diffrat(ak, Sigma, Scomppop, what = c(unemployed = "0", employed = "1"))

Arguments

ak	A set of 3 A, K coefficients, of the form c(a1=.3,a2=.4,a3=0,k1=.4,k2=.7,k3=0).
Sigma	An array of dimension 3 x 8 (number of rotation groups) x number of months x 3 x 8 (number of rotation groups) x number of months.
Scomppop	An array of dimension number of months x 3.

Value

The variance of the the unemployment rate estimates derived from the AK estimators from the A,K coefficients and the variance covariance matrix .

Examples

varAK3diffrat(ak=c(a1=.3,a2=.4,a3=0,k1=.4,k2=.7,k3=0), Sigma=array(drop(stats::rWishart(1,df=3*10*8,diag(3*10*8))),rep(c(10,8,3),2)))

DanielBonnery/CompositeRegressionEstimation documentation built on June 17, 2020, 12:16 p.m.