snqProfitHessianDeriv        package:micEcon        R Documentation

_S_N_Q _P_r_o_f_i_t _f_u_n_c_t_i_o_n: _D_e_r_i_v_a_t_i_v_e_s _o_f _t_h_e _H_e_s_s_i_a_n

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

     Returns the matrix of derivatives of the vector of linear
     independent values of the Hessian with respect to the vector of
     the linear independent coefficients.

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

      snqProfitHessianDeriv( prices, weights, nFix = 0, form = 0 )

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

  prices: vector of netput prices at which the derivatives should be
          calculated.

 weights: vector of weights for normalizing prices.

    nFix: number of (quasi-)fix inputs.

    form: the functional form to be estimated (see 'snqProfitEst').

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

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

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

     'snqProfitHessian'.

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

        # just a stupid simple example
        snqProfitHessianDeriv( c(1,2,3),c(0.4,0.3,0.3) )

        # now with real data
        data( germanFarms )
        germanFarms$qOutput   <- germanFarms$vOutput   / germanFarms$pOutput
        germanFarms$qVarInput <- -germanFarms$vVarInput / germanFarms$pVarInput
        germanFarms$qLabor    <- -germanFarms$qLabor
        germanFarms$time <- c( 0:19 )
        pNames <- c( "pOutput", "pVarInput", "pLabor" )
        qNames <- c( "qOutput", "qVarInput", "qLabor" )

        estResult <- snqProfitEst( pNames, qNames, c("land","time"), data=germanFarms )

        snqProfitHessianDeriv( estResult$pMean, estResult$weights, 2 )

