Returns the matrix of derivatives of the vector of linear independent values of the Hessian with respect to the vector of the linear independent coefficients.
snqProfitHessianDeriv( prices, weights, nFix = 0, form = 0 )
vector of netput prices at which the derivatives should be calculated.
vector of weights for normalizing prices.
number of (quasi-)fix inputs.
the functional form to be estimated (see
snqProfitEst
).
# NOT RUN {
# just a stupid simple example
snqProfitHessianDeriv( c(1,2,3),c(0.4,0.3,0.3) )
# now with real data
if( requireNamespace( 'micEcon', quietly = TRUE ) ) {
data( germanFarms, package = "micEcon" )
germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput
germanFarms$qVarInput <- -germanFarms$vVarInput / germanFarms$pVarInput
germanFarms$qLabor <- -germanFarms$qLabor
germanFarms$time <- c( 0:19 )
priceNames <- c( "pOutput", "pVarInput", "pLabor" )
quantNames <- c( "qOutput", "qVarInput", "qLabor" )
estResult <- snqProfitEst( priceNames, quantNames, c("land","time"), data=germanFarms )
snqProfitHessianDeriv( estResult$pMean, estResult$weights, 2 )
}
# }
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