quad_form

Compute quadratic form of a vector with a matrix, which can be the
vector of coefficients and the covariance matrix extracted from a
fitted model

Functions, data sets and examples for the book: Yves Croissant (2025) "Microeconometrics with R", Chapman and Hall/CRC The R Series <doi:10.1201/9781003100263>. The package includes a set of estimators for models used in microeconometrics, especially for count data and limited dependent variables. Test functions include score test, Hausman test, Vuong test, Sargan test and conditional moment test. A small subset of the data set used in the book is also included.

Yves Croissant

micsr

Microeconometrics with R

quad_form function

<dl><dt>x</dt>
<dd>a numeric vector or a fitted model</dd>
<dt>m</dt>
<dd>a square numeric matrix</dd>
<dt>inv</dt>
<dd>a boolean, if <code>TRUE</code> (the default), the quadratic form
is computed using the inverse of the matrix</dd>
<dt>subset</dt>
<dd>a subset of the vector and the corresponding subset
of the matrix</dd>
<dt>vcov</dt>
<dd>if <code>NULL</code> the <code>vcov</code> method is used, otherwise it can
be a function or, for <code>micsr</code> objects, a character</dd>
<dt>...</dt>
<dd>arguments passed to <code>vcov</code> if it is a function</dd></dl>

Arguments

Compute quadratic form — quad_form

<dl>

<dt>x</dt>
<dd>a numeric vector or a fitted model</dd>


<dt>m</dt>
<dd>a square numeric matrix</dd>


<dt>inv</dt>
<dd>a boolean, if <code>TRUE</code> (the default), the quadratic form
is computed using the inverse of the matrix</dd>


<dt>subset</dt>
<dd>a subset of the vector and the corresponding subset
of the matrix</dd>


<dt>vcov</dt>
<dd>if <code>NULL</code> the <code>vcov</code> method is used, otherwise it can
be a function or, for <code>micsr</code> objects, a character</dd>


<dt>...</dt>
<dd>arguments passed to <code>vcov</code> if it is a function</dd>

</dl>

quad_form: Compute quadratic form

Description

Usage

Arguments