dr: dr

In WeigeHuangEcon/dec: Decomposition

Description

distribution regression

Usage

dr(formula, y0, data, link = "logit")

Arguments

formula	a formula: y ~ x1+x2
y0	a grid of threshold values
data	data
link	link function: logit or probit

Value

a list of models for y0

Examples

data(five)
na=five[,1:6]
colnames=c("Mkt.RF","SMB","HML","RMW", "CMA","SMALL.LoBM")
colnames(na)=colnames
formula=SMALL.LoBM~Mkt.RF+SMB+HML+RMW+CMA
y=na$SMALL.LoBM
y0=seq(quantile(y,probs = 0.05),quantile(y,probs = 0.95),length=100)
model=dr(formula,y0=y0,data=na,link="logit")

WeigeHuangEcon/dec documentation built on May 7, 2019, 2:27 p.m.