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.
snqProfitHessianDeriv( prices, weights, nFix =0, form =0)
Arguments
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).
See Also
snqProfitHessian.
Author(s)
Arne Henningsen
Examples
# just a stupid simple examplesnqProfitHessianDeriv( c(1,2,3),c(0.4,0.3,0.3))# now with real dataif( requireNamespace('micEcon', quietly =TRUE)){ data( germanFarms, package ="micEcon") germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput
germanFarms$qVarInput <--germanFarms$vVarInput / germanFarms$pVarInput
germanFarms$qLabor <--germanFarms$qLabor
germanFarms$time <- c(0:19) priceNames <- c("pOutput","pVarInput","pLabor") quantNames <- c("qOutput","qVarInput","qLabor") estResult <- snqProfitEst( priceNames, quantNames, c("land","time"), data=germanFarms ) snqProfitHessianDeriv( estResult$pMean, estResult$weights,2)}