translogMonoRestr {micEcon} | R Documentation |
Monotonicity Restrictions of a Translog Function
Description
Create matrix to check or impose the monotonicity restrictions of a translog function.
Usage
translogMonoRestr( xNames, data,
dataLogged = FALSE, box = FALSE )
Arguments
xNames |
a vector of strings containing the names of the independent variables. |
data |
dataframe containing the data. |
dataLogged |
logical. Are the values in |
box |
logical. Should monotonicity be imposed within
an |
Value
translogMonoRestr
returns a matrix of dimension
,
where
is the number of independent varables,
is the number of data points at which monotonicity
should be imposed (if argument
box
is FALSE
,
is the number of rows in
data
;
if argument box
is TRUE
, ),
and
is the number of (linearly independent)
coefficients.
Multiplying a row of this matrix (e.g.\ the
th row of
)
by the vector of coefficients (
)
results in the derivative of the dependent variable (
)
with respect to one independent variable (e.g.\
)
at one data point (e.g.\
):
,
evaluated at , ...,
,
where
.
Hence, the observations run faster than the independent variables.
Author(s)
Arne Henningsen
See Also
translogEst
, translogDeriv
,
and translogCheckMono
Examples
data( germanFarms )
# quantity of variable inputs
germanFarms$qVarInput <- germanFarms$vVarInput / germanFarms$pVarInput
# matrix to check or impose monotonicity at all observations
monoRestrObs <- translogMonoRestr( c( "qLabor", "land", "qVarInput" ),
germanFarms )
# matrix to check or impose monotonicity within a box that includes all
# observations
monoRestrBox <- translogMonoRestr( c( "qLabor", "land", "qVarInput" ),
germanFarms, box = TRUE )