prod {prodest}R Documentation

Class for Prodest Fitted object

Description

Class for prodest fitted objects.

Objects from the Class

A virtual Class: No objects may be created from it.

Slots

Model:

Object of class list. Contains information about the model and the optimization procedure:

  • method: string The method used in estimation.

  • FSbetas: numeric First-stage estimated parameters.

  • boot.repetitions: numeric Number of bootstrap repetitions.

  • elapsed.time: numeric Time - in seconds - required for estimation.

  • theta0: numeric Vector of Second-stage optimization starting points.

  • opt: string Optimizer used for the Second-stage.

  • seed: numeric seed set.

  • opt.outcome: list Optimization outcome (depends on optimizer choice).

Data:

Object of class list. Contains:

  • Y: numeric Dependent variable - Value added.

  • free: matrix Free variable(s).

  • state: matrix State variable(s).

  • proxy: matrix Proxy variable(s).

  • control: matrix Control variable(s).

  • idvar: numeric Panel identifiers.

  • timevar: numeric Time identifiers.

  • FSresiduals: numeric First-Stage residuals.

Estimates:

Object of class list. Contains:

  • pars: numeric Estimated parameters for the variables of interest.

  • std.errors: numeric Estimated standard errors for the variables of interest.

Methods

Author(s)

Gabriele Rovigatti


[Package prodest version 1.0.1 Index]