moment_est_init: Direct moment estimator using the identification equations
In zhan-gao/ccrm: Package for estimation of categorical coefficient regression models (Gao and Pesaran, 2023).
moment_est_init R Documentation
Direct moment estimator using the identification equations
Description
Direct moment estimator using the identification equations
Usage
moment_est_init(x, y, z = NULL, remove_intercept = TRUE)
Arguments
x
regressor (N-by-1)
y
dependent variable (N-by-p_x)
z
control variables (N-by-p_z)
remove_intercept
whether subtract estimated intercept term in calculation of y_tilde
Value
A list contains
para_est
estimated (a, sigma2, sigma3, b1, b2, b3)
remove_intercept
Save the parameter remove_intercept for future reference. = NA if z is not provided.
zhan-gao/ccrm documentation built on Oct. 22, 2023, 3:24 p.m.
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| moment_est_init | R Documentation |
Direct moment estimator using the identification equations
Description
Direct moment estimator using the identification equations
Usage
moment_est_init(x, y, z = NULL, remove_intercept = TRUE)
Arguments
x |
regressor (N-by-1) |
y |
dependent variable (N-by-p_x) |
z |
control variables (N-by-p_z) |
remove_intercept |
whether subtract estimated intercept term in calculation of y_tilde |
Value
A list contains
para_est |
estimated (a, sigma2, sigma3, b1, b2, b3) |
remove_intercept |
Save the parameter remove_intercept for future reference. = NA if z is not provided. |
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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