SemiEstimate

Solve Semi-Parametric Estimation by Implicit Profiling

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Semi-parametric estimation problem can be solved by two-step Newton-Raphson iteration. The implicit profiling methoddoi:10.48550/arXiv.2108.07928 is an improved method of two-step NR iteration especially for the implicit-bundled type of the parametric part and non-parametric part. This package provides a function semislv() supporting the above two methods and numeric derivative approximation for unprovided Jacobian matrix.


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