Factor Model Estimation Using Proxy Variables

Functions to estimate a factor model using discrete and continuous proxy variables. The function 'dproxyme' estimates a factor model of discrete proxy variables using an EM algorithm (Dempster, Laird, Rubin (1977) ; Hu (2008) ; Hu(2017) ). The function 'cproxyme' estimates a linear factor model (Cunha, Heckman, and Schennach (2010) ).


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install.packages("factormodel")

1.0 by Yujung Hwang, 3 months ago


Browse source code at https://github.com/cran/factormodel


Authors: Yujung Hwang [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports dplyr, nnet, pracma, stats, utils, gtools

Suggests knitr, rmarkdown


Imported by bndovb.


See at CRAN