translogHessian           package:micEcon           R Documentation

_H_e_s_s_i_a_n _m_a_t_r_i_x _o_f _a _t_r_a_n_s_l_o_g _f_u_n_c_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Calculate the Hessian matrices of a translog function.

_U_s_a_g_e:

        translogHessian( xNames, data, allCoef, quadHalf = TRUE,
        logValues = FALSE, bordered = FALSE )

_A_r_g_u_m_e_n_t_s:

  xNames: a vector of strings containing the names of the independent
          variables.

    data: dataframe containing the data.

 allCoef: vector containing all coefficients.

quadHalf: logical. Multiply the quadratic terms by one half?

logValues: logical. Are the values in 'data' already logged?

bordered: logical. Should the _bordered_ Hessians be returned?

_V_a_l_u_e:

     a list containing following the (bordered) Hessian matrices at
     each data point.

_A_u_t_h_o_r(_s):

     Arne Henningsen ahenningsen@agric-econ.uni-kiel.de

_S_e_e _A_l_s_o:

     'translogEst', 'translogDeriv' and 'translogCalc'

_E_x_a_m_p_l_e_s:

        data( germanFarms )
        # output quantity:
        germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput
        # quantity of variable inputs
        germanFarms$qVarInput <- germanFarms$vVarInput / germanFarms$pVarInput
        # a time trend to account for technical progress:
        germanFarms$time <- c(1:20)

        # estimate a quadratic production function
        estResult <- translogEst( "qOutput", c( "qLabor", "land", "qVarInput", "time" ),
           germanFarms )

        # compute the Hessian matrices
        hessians <- translogHessian( c( "qLabor", "land", "qVarInput", "time" ),
           germanFarms, estResult$allCoef )
        hessians[[ 1 ]]

        # compute the bordered Hessian matrices
        borderedHessians <- translogHessian( c( "qLabor", "land", "qVarInput", "time" ),
           germanFarms, estResult$allCoef, bordered = TRUE )
        borderedHessians[[ 1 ]]

