factormodel

cranv1.0

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

License GPL-3strong copyleft0 versions1 maintainers6 deps93 weekly dl
https://CRAN.R-project.org/package=factormodel
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First published · 2021-06-04 08:50:36

Last updated · 2021-06-04T06:40:05+00:00