Description Usage Arguments Author(s) See Also Examples
View source: R/snqProfitHessianDeriv.R
Returns the matrix of derivatives of the vector of linear independent values of the Hessian with respect to the vector of the linear independent coefficients.
1 | snqProfitHessianDeriv( prices, weights, nFix = 0, form = 0 )
|
prices |
vector of netput prices at which the derivatives should be calculated. |
weights |
vector of weights for normalizing prices. |
nFix |
number of (quasi-)fix inputs. |
form |
the functional form to be estimated (see
|
Arne Henningsen
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | # just a stupid simple example
snqProfitHessianDeriv( c(1,2,3),c(0.4,0.3,0.3) )
# now with real data
data( germanFarms, package = "micEcon" )
germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput
germanFarms$qVarInput <- -germanFarms$vVarInput / germanFarms$pVarInput
germanFarms$qLabor <- -germanFarms$qLabor
germanFarms$time <- c( 0:19 )
priceNames <- c( "pOutput", "pVarInput", "pLabor" )
quantNames <- c( "qOutput", "qVarInput", "qLabor" )
estResult <- snqProfitEst( priceNames, quantNames, c("land","time"), data=germanFarms )
snqProfitHessianDeriv( estResult$pMean, estResult$weights, 2 )
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.