define_object_for_initial_clustering_macropca {RCTS}

Defines the object that will be used to define a initial clustering.

Description

This is a short version of define_object_for_initial_clustering() which only contains implementations for robust macropca case and classical case.

Usage

define_object_for_initial_clustering_macropca(
  Y,
  k,
  kg,
  comfactor,
  robust,
  method_estimate_beta = "individual",
  method_estimate_factors = "macro",
  verbose = FALSE
)

Arguments

Y

Y: NxT dataframe with the panel data of interest

k

number of common factors to be estimated

kg

number of group specific factors to be estimated

comfactor

estimated common factors

robust

TRUE or FALSE: defines using the classical or robust algorithm to estimate beta

method_estimate_beta

defines how beta is estimated. Default case is an estimated beta for each individual. Default value is "individual." Possible values are "homogeneous", "group" or "individual".

method_estimate_factors

specifies the robust algorithm to estimate factors: default is "macro". The value is not used when robust is set to FALSE.

verbose

when TRUE, it prints messages

Value

matrix with N rows and 10 columns