quadFuncEst {micEcon} | R Documentation |
Estimate a quadratic function.
quadFuncEst( yName, xNames, data, quadHalf = TRUE, exVarScale = 1 )
yName |
a vector of strings containing the name of the dependent variable. |
xNames |
a vector of strings containing the names of the independent variables. |
data |
dataframe containing the data. |
quadHalf |
logical. Multiply the quadratic terms by one half? |
exVarScale |
a scalar or vector with length equal to nrow( data ). All exogenous variables (including the quadratic terms) are divided by this value/these values. |
a list of class quadFuncEst
containing following objects:
lm |
a list returned by lm . |
residuals |
residuals. |
fitted |
fitted values. |
coef |
a list containing the the estimated coefficients: alpha0 = α_0 (scalar), alpha = α_i (vector), beta = β_ij (matrix). |
allCoef |
vector of all coefficients. |
allCoefCov |
Covariance matrix of all coefficients. |
r2 |
R^2 value. |
r2bar |
adjusted R^2 value. |
nObs |
number of observations. |
model.matrix |
the model matrix. |
Arne Henningsen ahenningsen@agric-econ.uni-kiel.de
quadFuncCalc
, quadFuncDeriv
,
translogEst
and snqProfitEst
.
data( germanFarms ) # output quantity: germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput # quantity of variable inputs germanFarms$qVarInput <- germanFarms$vVarInput / germanFarms$pVarInput # a time trend to account for technical progress: germanFarms$time <- c(1:20) # estimate a quadratic production function estResult <- quadFuncEst( "qOutput", c( "qLabor", "land", "qVarInput", "time" ), germanFarms ) estResult$coef estResult$r2