factormodel: Factor Model Estimation Using Proxy Variables
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 |
Documentation:
| Reference manual: | factormodel.pdf |
| Vignettes: |
factormodel |
Downloads:
| 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 dependencies:
| Reverse imports: | bndovb |
Linking:
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