factormodel
Factor Model Estimation Using Proxy Variables
v1.0
·
Jun 4, 2021
·
GPL-3
Description
Functions to estimate a factor model using discrete and continuous proxy variables. The function 'dproxyme' estimates a factor model of discrete proxy variables using an EM algorithm (Dempster, Laird, Rubin (1977) <doi:10.1111/j.2517-6161.1977.tb01600.x>; Hu (2008) <doi:10.1016/j.jeconom.2007.12.001>; Hu(2017) <doi:10.1016/j.jeconom.2017.06.002> ). The function 'cproxyme' estimates a linear factor model (Cunha, Heckman, and Schennach (2010) <doi:10.3982/ECTA6551>).
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
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r-devel-linux-x86_64-fedora-clang
dependencies in R code
Namespace in Imports field not imported from: ‘dplyr’ All declared Imports should be used.
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r-devel-linux-x86_64-fedora-gcc
dependencies in R code
Namespace in Imports field not imported from: ‘dplyr’ All declared Imports should be used.
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1.0
Mar 10, 2026