CRAN/E | factormodel

factormodel

Factor Model Estimation Using Proxy Variables

Installation

About

Functions to estimate a factor model using discrete and continuous proxy variables. The function 'dproxyme' estimates a factor model of discrete proxy variables using an EM algorithm (Dempster, Laird, Rubin (1977) doi:10.1111/j.2517-6161.1977.tb01600.x; Hu (2008) doi:10.1016/j.jeconom.2007.12.001; Hu(2017) doi:10.1016/j.jeconom.2017.06.002 ). The function 'cproxyme' estimates a linear factor model (Cunha, Heckman, and Schennach (2010) doi:10.3982/ECTA6551).

Key Metrics

Version 1.0
Published 2021-06-04 848 days ago
Needs compilation? no
License GPL-3
CRAN checks factormodel results

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Maintainer

Maintainer

Yujung Hwang

yujungghwang@gmail.com

Authors

Yujung Hwang

aut / cre

Material

README
Reference manual
Package source

Vignettes

factormodel

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Imports

dplyr
nnet
pracma
stats
utils
gtools

Suggests

knitr
rmarkdown

Reverse Imports

bndovb