translogHessian {micEcon} | R Documentation |
Hessian matrix of a translog function
Description
Calculate the Hessian matrices of a translog function.
Usage
translogHessian( xNames, data, coef, yName = NULL,
dataLogged = FALSE, bordered = FALSE )
Arguments
xNames |
a vector of strings containing the names of the independent variables. |
data |
dataframe containing the data. |
coef |
vector containing all coefficients. |
yName |
an optional string containing the name of the dependent
variable.
If it is |
dataLogged |
logical. Are the values in |
bordered |
logical. Should the bordered Hessians be returned? |
Value
a list containing following the (bordered) Hessian matrices at each data point.
Author(s)
Arne Henningsen
See Also
translogEst
, translogDeriv
and
translogCalc
Examples
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, coef( estResult ) )
hessians[[ 1 ]]
# compute the Hessian matrices (with observed output)
hessiansObs <- translogHessian( c( "qLabor", "land", "qVarInput", "time" ),
germanFarms, coef( estResult ), "qOutput" )
hessiansObs[[ 1 ]]
# compute the bordered Hessian matrices
borderedHessians <- translogHessian( c( "qLabor", "land", "qVarInput", "time" ),
germanFarms, coef( estResult ), bordered = TRUE )
borderedHessians[[ 1 ]]
[Package micEcon version 0.6-18 Index]