choo_siow
module¶
The components of the derivative of the entropy for the Choo and Siow homoskedastic model.
e0_fun_choo_siow(muhat)
¶
Returns the values of e_0 for the Choo and Siow model.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
muhat |
Matching
|
a Matching |
required |
Returns:
Type | Description |
---|---|
np.ndarray
|
the (X,Y) matrix of the first derivative of the entropy |
Source code in cupid_matching/choo_siow.py
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|
e0_fun_choo_siow_corrected(muhat)
¶
Returns the values of e_0 for the Choo and Siow model, using the finite-sample correction.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
muhat |
Matching
|
a Matching |
required |
Returns:
Type | Description |
---|---|
np.ndarray
|
the (X,Y) matrix of the first derivative of the entropy |
Source code in cupid_matching/choo_siow.py
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|
hessian_mumu_choo_siow(muhat)
¶
Returns the derivatives of e_0 in \mu for the Choo and Siow model.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
muhat |
Matching
|
a Matching |
required |
Returns:
Type | Description |
---|---|
ThreeArrays
|
the three components of the hessian wrt (\mu,\mu) of the entropy |
Source code in cupid_matching/choo_siow.py
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|
hessian_mumu_choo_siow_corrected(muhat)
¶
Returns the derivatives of e_0 in \mu for the Choo and Siow model, with the small sample correction
Parameters:
Name | Type | Description | Default |
---|---|---|---|
muhat |
Matching
|
a Matching |
required |
Returns:
Type | Description |
---|---|
ThreeArrays
|
the three components of the hessian wrt (\mu,\mu) of the entropy |
Source code in cupid_matching/choo_siow.py
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|
hessian_mur_choo_siow(muhat)
¶
Returns the derivatives of e_0 in r for the Choo and Siow model.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
muhat |
Matching
|
a Matching |
required |
Returns:
Type | Description |
---|---|
TwoArrays
|
the two components of the hessian wrt (\mu,r) of the entropy |
Source code in cupid_matching/choo_siow.py
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|
hessian_mur_choo_siow_corrected(muhat)
¶
Returns the derivatives of e_0 in r for the Choo and Siow model, with the small sample correction
Parameters:
Name | Type | Description | Default |
---|---|---|---|
muhat |
Matching
|
a Matching |
required |
Returns:
Type | Description |
---|---|
TwoArrays
|
the two components of the hessian wrt (\mu,r) of the entropy |
Source code in cupid_matching/choo_siow.py
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|