ols_est: OLS Estimation
In zhan-gao/ccrm: Package for estimation of categorical coefficient regression models (Gao and Pesaran, 2023).
ols_est R Documentation
OLS Estimation
Description
OLS Estimation of \phi which consists of the first moment of \beta_i
and homogeneous slope coefficients \gamma
Usage
ols_est(x, y, z, 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 estimated coefficients and inferential statistics
phi
Estimated phi
se
Estimated se for phi_hat
y_tilde
y - z \gamma
xi_hat
OLS residuals
remove_intecept
Save the parameter remove_intercept for future reference
zhan-gao/ccrm documentation built on Oct. 22, 2023, 3:24 p.m.
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| ols_est | R Documentation |
OLS Estimation
Description
OLS Estimation of \phi which consists of the first moment of \beta_i
and homogeneous slope coefficients \gamma
Usage
ols_est(x, y, z, 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 estimated coefficients and inferential statistics
phi |
Estimated phi |
se |
Estimated se for phi_hat |
y_tilde |
|
xi_hat |
OLS residuals |
remove_intecept |
Save the parameter remove_intercept for future reference |
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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