callback (version 0.1.3)

reg.callback_comp: Component model estimation

Description

Component model estimation

Usage

# S3 method for callback_comp
reg(x, method = "fgls", ...)

Value

a list with class callback_reg containing "config"

for the definition of the estimation method and "reg" for the estimation output.

The "config" data frame includes the following elements:

• family: "als" (for Asymptotic least squares).

• method: "ols" for Ordinary least square, or "fgls" for Feasible generalized least squares.

• model:a components model.

The list "reg" includes the following elements (when relevant):

• estim:a data frame with c_names for the component names, coef, the estimated coefficients, std_coef, the estimated standard errors, studentthe Student statistics for the equality of the coefficient to 0, p_value, the p-values of the asymptotic Student test.

• cova: the estimated covariance matrix of the estimator.

• over_test:a data frame with the output of the overidentification test (FGLS only). The statistic is given by stat, the degrees of freedom by df and the p-value by p_value.

Arguments

x

a callback_comp object.

method

estimation method, "ols" or "fgls" (the default).

...

further arguments passed to or from other methods.

References

Duguet E., Le Gall R., L'Horty Y., Petit P. (2018). How does the labour market history influence the access to hiring interviews? International Journal of Manpower, 39(4), 519-533, doi: 10.1108/IJM-09-2017-0231.

Examples

model <- list(c("license"),c("woman"),c("woman","license","inter"))
comp <- callback_comp(data = mobility1, cluster = "offer", 
candid = c("gender","licenses"), callback = "callback", model = model)
reg(comp)
summary(reg(comp))