translogHessian {micEcon} | R Documentation |
Calculate the Hessian matrices of a translog function.
translogHessian( xNames, data, allCoef, yName = NULL, quadHalf = TRUE, logValues = FALSE, bordered = FALSE )
xNames |
a vector of strings containing the names of the independent variables. |
data |
dataframe containing the data. |
allCoef |
vector containing all coefficients. |
yName |
an optional string containing the name of the dependent
variable.
If it is NULL , the dependent variable is calculated
from the independent variables and the coefficients. |
quadHalf |
logical. Multiply the quadratic terms by one half? |
logValues |
logical. Are the values in data already logged? |
bordered |
logical. Should the bordered Hessians be returned? |
a list containing following the (bordered) Hessian matrices at each data point.
Arne Henningsen ahenningsen@agric-econ.uni-kiel.de
translogEst
, translogDeriv
and
translogCalc
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$time <- c(1:20) # estimate a quadratic production function estResult <- translogEst( "qOutput", c( "qLabor", "land", "qVarInput", "time" ), germanFarms ) # compute the Hessian matrices (with "fitted" output) hessians <- translogHessian( c( "qLabor", "land", "qVarInput", "time" ), germanFarms, estResult$allCoef ) hessians[[ 1 ]] # compute the Hessian matrices (with observed output) hessiansObs <- translogHessian( c( "qLabor", "land", "qVarInput", "time" ), germanFarms, estResult$allCoef, "qOutput" ) hessiansObs[[ 1 ]] # compute the bordered Hessian matrices borderedHessians <- translogHessian( c( "qLabor", "land", "qVarInput", "time" ), germanFarms, estResult$allCoef, bordered = TRUE ) borderedHessians[[ 1 ]]