Learn R Programming

prodest (version 1.0.1)

prod: Class for Prodest Fitted object

Description

Class for prodest fitted objects.

Arguments

Objects from the Class

A virtual Class: No objects may be created from it.

Slots

%
Model:

Object of class list. Contains information about the model and the optimization procedure:

  • method: string The method used in estimation.

  • FSbetas: numeric First-stage estimated parameters.

  • boot.repetitions: numeric Number of bootstrap repetitions.

  • elapsed.time: numeric Time - in seconds - required for estimation.

  • theta0: numeric Vector of Second-stage optimization starting points.

  • opt: string Optimizer used for the Second-stage.

  • seed: numeric seed set.

  • opt.outcome: list Optimization outcome (depends on optimizer choice).

%
Data:

Object of class list. Contains:

  • Y: numeric Dependent variable - Value added.

  • free: matrix Free variable(s).

  • state: matrix State variable(s).

  • proxy: matrix Proxy variable(s).

  • control: matrix Control variable(s).

  • idvar: numeric Panel identifiers.

  • timevar: numeric Time identifiers.

  • FSresiduals: numeric First-Stage residuals.

%
Estimates:

Object of class list. Contains:

  • pars: numeric Estimated parameters for the variables of interest.

  • std.errors: numeric Estimated standard errors for the variables of interest.

Methods

  • show signature(object = 'prod'): Show table with the method, the estimated parameters and their standard errors.

  • summary signature(object = 'prod'): Show table with method, parameters, std.errors and auxiliary information on model and optimization.

  • FSres signature(object = 'prod'): Extract First-Stage residual vector.

  • omega signature(object = 'prod'): Extract estimated productivity vector.

  • coef signature(object = 'prod'): Extract estimated coefficients.