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) <doi:10.1111/j.2517-6161.1977.tb01600.x>; Hu (2008) <doi:10.1016/j.jeconom.2007.12.001>; Hu(2017) <doi:10.1016/j.jeconom.2017.06.002> ). The function 'cproxyme' estimates a linear factor model (Cunha, Heckman, and Schennach (2010) <doi:10.3982/ECTA6551>).
Version: 1.0 Imports: dplyr, nnet, pracma, stats, utils, gtools Suggests: knitr, rmarkdown Published: 2021-06-04 DOI: 10.32614/CRAN.package.factormodel Author: Yujung Hwang [aut, cre] Maintainer: Yujung Hwang <yujungghwang at gmail.com> License: GPL-3 NeedsCompilation: no Materials: README CRAN checks: factormodel results Documentation: Reference manual: factormodel.pdf Vignettes: factormodelPlease use the canonical form https://CRAN.R-project.org/package=factormodel to link to this page.
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