Description Usage Arguments Value Author(s) See Also Examples
Estimate a translog function.
1 2 3 4 5 |
yName |
a string containing the name of the dependent variable. |
xNames |
a vector of strings containing the names of the independent variables. |
data |
data frame containing the data
(possibly a panel data frame created with
|
shifterNames |
a vector of strings containing the names of the independent variables that should be included as shifters only (not in quadratic or interaction terms). |
dataLogged |
logical. Are the values in |
x |
An object of class |
... |
further arguments of |
a list of class translogEst
containing following objects:
est |
the object returned by |
nExog |
length of argument |
nShifter |
length of argument |
residuals |
residuals. |
fitted |
fitted values. |
coef |
vector of all coefficients. |
coefCov |
covariance matrix of all coefficients. |
r2 |
R^2 value. |
r2bar |
adjusted R^2 value. |
nObs |
number of observations. |
model.matrix |
the model matrix. |
call |
the matched call. |
yName |
argument |
xNames |
argument |
shifterNames |
argument |
dataLogged |
argument |
Arne Henningsen
translogCalc
, translogDeriv
and quadFuncEst
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | data( germanFarms )
# output quantity:
germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput
# quantity of variable inputs
germanFarms$qVarInput <- germanFarms$vVarInput / germanFarms$pVarInput
# a time trend to account for technical progress:
germanFarms$time <- c(1:20)
# estimate a quadratic production function
estResult <- translogEst( "qOutput", c( "qLabor", "land", "qVarInput", "time" ),
germanFarms )
estResult
summary( estResult )
|
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https://r-forge.r-project.org/projects/micecon/
Estimated Translog function with 20 observations.
a_0 a_1 a_2 a_3 a_4 b_1_1
-133.4851620 24.5892366 19.9228713 34.6307963 -12.4674226 -16.8647382
b_1_2 b_1_3 b_1_4 b_2_2 b_2_3 b_2_4
14.3472829 -8.5911234 -3.5734031 0.2644969 -3.4684787 -1.1633161
b_3_3 b_3_4 b_4_4
-3.9096383 2.7933263 -0.2456535
Estimated Translog function with 20 observations.
Estimate Std. Error t value Pr(>|t|)
a_0 -133.48516 165.54756 -0.8063 0.45668
a_1 24.58924 66.49741 0.3698 0.72669
a_2 19.92287 16.49954 1.2075 0.28124
a_3 34.63080 55.32287 0.6260 0.55879
a_4 -12.46742 5.22824 -2.3846 0.06280 .
b_1_1 -16.86474 19.10077 -0.8829 0.41769
b_1_2 14.34728 8.76958 1.6360 0.16276
b_1_3 -8.59112 10.55065 -0.8143 0.45251
b_1_4 -3.57340 1.89984 -1.8809 0.11874
b_2_2 0.26450 4.82223 0.0548 0.95838
b_2_3 -3.46848 3.48959 -0.9939 0.36588
b_2_4 -1.16332 1.54187 -0.7545 0.48456
b_3_3 -3.90964 9.32307 -0.4194 0.69237
b_3_4 2.79333 0.74993 3.7248 0.01364 *
b_4_4 -0.24565 0.15974 -1.5378 0.18471
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
R-squared: 0.9982506 Adjusted R-squared: 0.9933521
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