Description Usage Arguments Value Author(s) See Also Examples
Methods for Objects of Class cesEst
and cesEst
.
1 2 3 4 5 6 7 8 9 10 |
object |
an object of class |
... |
further arguments are currently ignored. |
coef.cesEst
returns a vector of the estimated coefficients.
coef.summary.cesEst
returns a matrix with four columns:
the estimated coefficients/parameters of the CES,
their standard errors, the t-statistic,
and corresponding (two-sided) P-values.
fitted.cesEst
returns a vector of the fitted values.
residuals.cesEst
returns a vector of the residuals.
vcov.cesEst
returns the variance covariance matrix
of the estimated coefficients.
Arne Henningsen and Geraldine Henningsen
cesEst
and summary.cesEst
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | data( germanFarms, package = "micEcon" )
# output quantity:
germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput
# quantity of intermediate inputs
germanFarms$qVarInput <- germanFarms$vVarInput / germanFarms$pVarInput
## CES: Land & Labor
cesLandLabor <- cesEst( "qOutput", c( "land", "qLabor" ), germanFarms )
# estimated coefficients
coef( cesLandLabor )
# estimated coefficients, their standard errors, t-statistic, P-values
coef( summary( cesLandLabor ) )
# fitted values of the estimated model
fitted( cesLandLabor )
# residuals of the estimated model
residuals( cesLandLabor )
# covariance matrix of the estimated coefficients
vcov( cesLandLabor )
|
Loading required package: minpack.lm
Loading required package: DEoptim
Loading required package: parallel
DEoptim package
Differential Evolution algorithm in R
Authors: D. Ardia, K. Mullen, B. Peterson and J. Ulrich
If you have questions, suggestions, or comments regarding one of the 'micEcon' packages, please use a forum or 'tracker' at micEcon's R-Forge site:
https://r-forge.r-project.org/projects/micecon/
Warning message:
In nls.lm(par = start, fn = residFun, data = data, jac = jac, yName = yName, :
lmder: info = -1. Number of iterations has reached `maxiter' == 50.
gamma delta rho
41.922156 1.302883 -1.648433
Estimate Std. Error t value Pr(>|t|)
gamma 41.922156 24695.308 0.0016975757 0.9986455
delta 1.302883 1537.480 0.0008474146 0.9993239
rho -1.648433 1310.831 -0.0012575479 0.9989966
[1] 1150.129 1189.522 1213.680 1224.445 1224.445 1240.227 1273.760 1276.645
[9] 1237.746 1281.499 1315.982 1468.405 1529.469 1582.718 1549.750 1567.549
[17] 1649.292 1724.152 1834.960 1937.390
[1] -203.995640 -226.791848 -144.100558 -52.648155 -46.328588 -54.417075
[7] -34.402576 11.916086 -30.039559 -3.090221 44.610450 72.378879
[13] 45.565424 113.241606 94.938764 58.482227 5.748047 31.447549
[19] 52.460421 54.503842
gamma delta rho
gamma 609858261 -37968298 32364523
delta -37968298 2363844 -2015084
rho 32364523 -2015084 1718278
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