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) ).


Reference manual

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1.0 by Yujung Hwang, 17 days 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

See at CRAN