Package: factormodel
Title: Factor Model Estimation Using Proxy Variables
Version: 1.0
Authors@R: 
    person(given = "Yujung",
           family = "Hwang",
           role = c("aut", "cre"),
           email = "yujungghwang@gmail.com",
           comment = c(ORCID = "https://orcid.org/0000-0002-8136-8987"))
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>).
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.1.1
Imports: dplyr, nnet, pracma, stats, utils, gtools
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2021-06-01 16:45:31 UTC; yujung
Author: Yujung Hwang [aut, cre] (<https://orcid.org/0000-0002-8136-8987>)
Maintainer: Yujung Hwang <yujungghwang@gmail.com>
Repository: CRAN
Date/Publication: 2021-06-04 07:40:05 UTC
Built: R 4.6.0; ; 2026-04-26 11:53:36 UTC; unix
