infl_func_beta: Computes the influence function of beta_hat: E(d^2ln...
In cgaillac/MarginalFElogit: Estimation of Average Marginal Effects in Fixed Effect Logit Models
View source: R/infl_func_beta.R
infl_func_beta R Documentation
Computes the influence function of beta_hat:
E(d^2ln L/dbeta^2)^-1 x (dln L/dbeta)(Yi|Xi,beta)).
Description
Computes the influence function of beta_hat:
E(d^2ln L/dbeta^2)^-1 x (dln L/dbeta)(Yi|Xi,beta)).
Usage
infl_func_beta(beta, data)
Arguments
beta
the parameter at which the influence function is computed.
data
is an environment variable containing the relevant data:
- data$Y a matrix of size n x Tmax containing the values of the dependent variable Y.
- data$X an array of size n x Tmax x dimX containing the values of the covariates X.
- data$Call a vector of size n containing the indexes of the hypothetical clusters for the individuals
Value
a vector of size n x dimX containing the value of the influence
function of beta w.r.t. each dimension of the covariate (columns), for
each observation (rows).
cgaillac/MarginalFElogit documentation built on Dec. 24, 2024, 3:23 p.m.
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View source: R/infl_func_beta.R
| infl_func_beta | R Documentation |
Computes the influence function of beta_hat: E(d^2ln L/dbeta^2)^-1 x (dln L/dbeta)(Yi|Xi,beta)).
Description
Computes the influence function of beta_hat: E(d^2ln L/dbeta^2)^-1 x (dln L/dbeta)(Yi|Xi,beta)).
Usage
infl_func_beta(beta, data)
Arguments
beta |
the parameter at which the influence function is computed. |
data |
is an environment variable containing the relevant data: - data$Y a matrix of size n x Tmax containing the values of the dependent variable Y. - data$X an array of size n x Tmax x dimX containing the values of the covariates X. - data$Call a vector of size n containing the indexes of the hypothetical clusters for the individuals |
Value
a vector of size n x dimX containing the value of the influence function of beta w.r.t. each dimension of the covariate (columns), for each observation (rows).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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