ccrm_est_K3: Estimation: Three categories
In zhan-gao/ccrm: Package for estimation of categorical coefficient regression models (Gao and Pesaran, 2023).
ccrm_est_K3 R Documentation
Estimation: Three categories
Description
Estimation: Three categories
Usage
ccrm_est_K3(
x,
y,
z,
theta_init = NULL,
s_max = 6,
weight_mat = NULL,
second_step = TRUE
)
Arguments
x
regressor (N-by-1)
y
dependent variable (N-by-1)
theta_init
initial value for distribution parameters
second_step
Value
A list contains estimated coefficients and inferential statistics
theta_b
Estimated distributional parameter p, b_L, b_H
theta_m
Estimated moments of beta_i
theta_u
Estimated moments of u_i
gamma
estimated coefficients of control varibles, including intercept
V_theta
variance
zhan-gao/ccrm documentation built on Oct. 22, 2023, 3:24 p.m.
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| ccrm_est_K3 | R Documentation |
Estimation: Three categories
Description
Estimation: Three categories
Usage
ccrm_est_K3(
x,
y,
z,
theta_init = NULL,
s_max = 6,
weight_mat = NULL,
second_step = TRUE
)
Arguments
x |
regressor (N-by-1) |
y |
dependent variable (N-by-1) |
theta_init |
initial value for distribution parameters |
second_step |
Value
A list contains estimated coefficients and inferential statistics
theta_b |
Estimated distributional parameter p, b_L, b_H |
theta_m |
Estimated moments of beta_i |
theta_u |
Estimated moments of u_i |
gamma |
estimated coefficients of control varibles, including intercept |
V_theta |
variance |
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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