factormodel: 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) <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 ORCID iD [aut, cre]
Maintainer: Yujung Hwang <yujungghwang at gmail.com>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: factormodel results


Reference manual: factormodel.pdf
Vignettes: factormodel


Package source: factormodel_1.0.tar.gz
Windows binaries: r-devel: factormodel_1.0.zip, r-release: factormodel_1.0.zip, r-oldrel: factormodel_1.0.zip
macOS binaries: r-release (arm64): factormodel_1.0.tgz, r-oldrel (arm64): factormodel_1.0.tgz, r-release (x86_64): factormodel_1.0.tgz, r-oldrel (x86_64): factormodel_1.0.tgz

Reverse dependencies:

Reverse imports: bndovb


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