QD Data Set

se.rpca

R Documentation

Standard Error of C^hat

Description

se.rpca produces the estimated standard error of C^hat produced by the rpca function.

Usage

se.rpca(object, xpoints, qq)

Arguments

`object`	an object of class `rpca`.
`xpoints`	placeholder.
`qq`	placeholder.

Value

standard error of C^hat

Author(s)

Yankang (Bennie) Chen <yankang.chen@yale.edu>

Serena Ng <serena.ng@columbia.edu>

Jushan Bai <jushan.bai@columbia.edu>

References

Jushan Bai and Serena Ng (2002), Determining the number of factors in approximate factor models. https://doi.org/10.1111/1468-0262.00273

Jushan Bai and Serena Ng (2019), Rank regularized estimation of approximate factor models. https://doi.org/10.1016/j.jeconom.2019.04.021

Jushan Bai and Serena Ng (2021), Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data. https://www.tandfonline.com/doi/full/10.1080/01621459.2021.1967163

Ercument Cahan, Jushan Bai, and Serena Ng (2021), Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions. https://arxiv.org/abs/2103.03045

cykbennie/fbi documentation built on Jan. 24, 2025, 5:59 p.m.