estimate_: Estimate a model on the first stage of the Fama-MacBeth...
In max-sokolov/fmreg: Fama-MacBeth Regression
Description
Usage
Arguments
Value
See Also
Description
estimate_ estimates a specified model for a "slice" (cross-section)
of the data.
Usage
1
estimate_(model, .data, .date)
Arguments
model
A list specifying the model.
E.g., x and y fields should contain rhs and lhs of the model.
.data
A data frame: the data on which the model is estimated.
These data is assumed to be a "slice" of the full data for
date .date.
.date
Date corresponding to the "slice" of the data.
Value
A list with the fit of the model.
The fit does not include the data itself
because the function is intended to work with relatively big data.
aggregate_ should be able to work with this list on
the second stage of the Fama-MacBeth regression.
See Also
max-sokolov/fmreg documentation built on May 21, 2019, 1:38 p.m.
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Description Usage Arguments Value See Also
Description
estimate_ estimates a specified model for a "slice" (cross-section)
of the data.
Usage
1 | estimate_(model, .data, .date)
|
Arguments
model |
A list specifying the model. E.g., x and y fields should contain rhs and lhs of the model. |
.data |
A data frame: the data on which the model is estimated.
These data is assumed to be a "slice" of the full data for
date |
.date |
Date corresponding to the "slice" of the data. |
Value
A list with the fit of the model.
The fit does not include the data itself
because the function is intended to work with relatively big data.
aggregate_ should be able to work with this list on
the second stage of the Fama-MacBeth regression.
See Also
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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