micsr (version 0.1-4)

zellner_revankar: Generalized production function

Description

Log-likelihood function for the generalized production function of Zellner and Revankar (1969)

Usage

zellner_revankar(
  theta,
  y,
  Z,
  sum = FALSE,
  gradient = TRUE,
  hessian = TRUE,
  repar = TRUE
)

Value

a function.

Arguments

theta

the vector of parameters

y

the vector of response

Z

the matrix of covariates

sum

if FALSE, a vector of individual contributions to the likelihood and the matrix of individual contributions to the gradient are returned, if TRUE a log-likelihood scalar and a gradient vector are returned

gradient

if TRUE, the gradient is returned as an attribute

hessian

if TRUE, the hessian is returned as an attrubute

repar

if TRUE, the likelihood is parametrized such that the constant return to scale hypothesis implies that two coefficients are 0

Author

Yves Croissant

References

ZELL:REVA:69micsr