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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>).
Version: | 1.0 |
Imports: | dplyr, nnet, pracma, stats, utils, gtools |
Suggests: | knitr, rmarkdown |
Published: | 2021-06-04 |
DOI: | 10.32614/CRAN.package.factormodel |
Author: | Yujung Hwang [aut, cre] |
Maintainer: | Yujung Hwang <yujungghwang at gmail.com> |
License: | GPL-3 |
NeedsCompilation: | no |
Materials: | README |
CRAN checks: | factormodel results |
Reference manual: | factormodel.pdf |
Vignettes: |
factormodel |
Package source: | factormodel_1.0.tar.gz |
Windows binaries: | r-devel: factormodel_1.0.zip, r-release: factormodel_1.0.zip, r-oldrel: factormodel_1.0.zip |
macOS binaries: | r-release (arm64): factormodel_1.0.tgz, r-oldrel (arm64): factormodel_1.0.tgz, r-release (x86_64): factormodel_1.0.tgz, r-oldrel (x86_64): factormodel_1.0.tgz |
Reverse imports: | bndovb |
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These binaries (installable software) and packages are in development.
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