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Original file line number | Diff line number | Diff line change |
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Welcome to the documentation of skillmodels! | ||
============================================ | ||
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||
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||
Structure of the Documentation | ||
============================== | ||
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||
.. raw:: html | ||
|
||
<div class="container" id="index-container"> | ||
<div class="row"> | ||
<div class="col-lg-6 col-md-6 col-sm-6 col-xs-12 d-flex"> | ||
<a href="getting_started/index.html" id="index-link"> | ||
<div class="card text-center intro-card shadow"> | ||
<img src="_static/images/light-bulb.svg" class="card-img-top" | ||
alt="getting_started-icon" height="52" | ||
> | ||
<div class="card-body flex-fill"> | ||
<h5 class="card-title">Getting Started</h5> | ||
<p class="card-text"> | ||
New users of estimagic should read this first | ||
</p> | ||
</div> | ||
</div> | ||
</a> | ||
</div> | ||
<div class="col-lg-6 col-md-6 col-sm-6 col-xs-12 d-flex"> | ||
<a href="how_to_guides/index.html" id="index-link"> | ||
<div class="card text-center intro-card shadow"> | ||
<img src="_static/images/book.svg" class="card-img-top" | ||
alt="how-to guides icon" height="52" | ||
> | ||
<div class="card-body flex-fill"> | ||
<h5 class="card-title">How-to Guides</h5> | ||
<p class="card-text"> | ||
Detailed instructions for specific and advanced tasks. | ||
</p> | ||
</div> | ||
</div> | ||
</a> | ||
</div> | ||
<div class="col-lg-6 col-md-6 col-sm-6 col-xs-12 d-flex"> | ||
<a href="explanations/index.html" id="index-link"> | ||
<div class="card text-center intro-card shadow"> | ||
<img src="_static/images/books.svg" class="card-img-top" | ||
alt="explanations icon" height="52" | ||
> | ||
<div class="card-body flex-fill"> | ||
<h5 class="card-title">Explanations</h5> | ||
<p class="card-text"> | ||
Background information to key topics | ||
underlying the package. | ||
</p> | ||
</div> | ||
</div> | ||
</a> | ||
</div> | ||
<div class="col-lg-6 col-md-6 col-sm-6 col-xs-12 d-flex"> | ||
<a href="reference_guides/index.html" id="index-link"> | ||
<div class="card text-center intro-card shadow"> | ||
<img src="_static/images/coding.svg" class="card-img-top" | ||
alt="reference guides icon" height="52" | ||
> | ||
<div class="card-body flex-fill"> | ||
<h5 class="card-title">Reference Guides</h5> | ||
<p class="card-text"> | ||
Overview of functions and modules as well as | ||
implementation details | ||
</p> | ||
</div> | ||
</div> | ||
</a> | ||
</div> | ||
</div> | ||
</div> | ||
|
||
|
||
Welcome to skillmodels, a Python implementation of estimators for skill | ||
formation models. The econometrics of skill formation models is a very active | ||
field and several estimators were proposed. None of them is implemented in | ||
standard econometrics packages. | ||
|
||
|
||
Skillmodels implements the Kalman filter based maximum likelihood estimator | ||
proposed by Cunha, Heckman and Schennach (CHS), (`Econometrica 2010`_) | ||
|
||
|
||
Skillmodels was developed for skill formation models but is by no means | ||
limited to this particular application. It can be applied to any dynamic | ||
nonlinear latent factor model. | ||
|
||
The CHS estimator implemented here differs in two points from the one | ||
implemented in their `replication files`_: 1) It uses different normalizations | ||
that take into account the `critique`_ of Wiswall and Agostinelli. 2) It can | ||
optionally use more robust square-root implementations of the Kalman filters. | ||
|
||
|
||
Most of the code is unit tested. Furthermore, the results have been compared | ||
to the Fortran code by CHS for two basic models with hypothetical data from | ||
their `replication files`_. | ||
|
||
|
||
**Citation** | ||
|
||
It took countless hours to write skillmodels. I make it available under a very | ||
permissive license in the hope that it helps other people to do great research | ||
that advances our knowledge about the formation of cognitive and noncognitive | ||
siklls. If you find skillmodels helpful, please don't forget to cite it. You | ||
can find a suggested citation in the README file on `GitHub`_. | ||
|
||
|
||
**Feedback** | ||
|
||
If you find skillmodels helpful for research or teaching, please let me know. | ||
If you encounter any problems with the installation or while using | ||
skillmodels, please complain or open an issue at `GitHub`_. | ||
|
||
|
||
|
||
.. _critique: | ||
https://tinyurl.com/y3wl43kz | ||
|
||
.. _replication files: | ||
https://tinyurl.com/yyuq2sa4 | ||
|
||
.. _GitHub: | ||
https://github.com/janosg/skillmodels | ||
|
||
|
||
.. _Econometrica 2010: | ||
http://onlinelibrary.wiley.com/doi/10.3982/ECTA6551/abstract | ||
|
||
|
||
.. toctree:: | ||
:maxdepth: 1 | ||
|
||
getting_started/index | ||
how_to_guides/index | ||
explanations/index | ||
reference_guides/index | ||
Welcome to the documentation of skillmodels! | ||
============================================ | ||
|
||
|
||
|
||
Structure of the Documentation | ||
============================== | ||
|
||
|
||
.. raw:: html | ||
|
||
<div class="container" id="index-container"> | ||
<div class="row"> | ||
<div class="col-lg-6 col-md-6 col-sm-6 col-xs-12 d-flex"> | ||
<a href="getting_started/index.html" id="index-link"> | ||
<div class="card text-center intro-card shadow"> | ||
<img src="_static/images/light-bulb.svg" class="card-img-top" | ||
alt="getting_started-icon" height="52" | ||
> | ||
<div class="card-body flex-fill"> | ||
<h5 class="card-title">Getting Started</h5> | ||
<p class="card-text"> | ||
New users of skillmodels should read this first | ||
</p> | ||
</div> | ||
</div> | ||
</a> | ||
</div> | ||
<div class="col-lg-6 col-md-6 col-sm-6 col-xs-12 d-flex"> | ||
<a href="how_to_guides/index.html" id="index-link"> | ||
<div class="card text-center intro-card shadow"> | ||
<img src="_static/images/book.svg" class="card-img-top" | ||
alt="how-to guides icon" height="52" | ||
> | ||
<div class="card-body flex-fill"> | ||
<h5 class="card-title">How-to Guides</h5> | ||
<p class="card-text"> | ||
Detailed instructions for specific and advanced tasks. | ||
</p> | ||
</div> | ||
</div> | ||
</a> | ||
</div> | ||
<div class="col-lg-6 col-md-6 col-sm-6 col-xs-12 d-flex"> | ||
<a href="explanations/index.html" id="index-link"> | ||
<div class="card text-center intro-card shadow"> | ||
<img src="_static/images/books.svg" class="card-img-top" | ||
alt="explanations icon" height="52" | ||
> | ||
<div class="card-body flex-fill"> | ||
<h5 class="card-title">Explanations</h5> | ||
<p class="card-text"> | ||
Background information to key topics | ||
underlying the package. | ||
</p> | ||
</div> | ||
</div> | ||
</a> | ||
</div> | ||
<div class="col-lg-6 col-md-6 col-sm-6 col-xs-12 d-flex"> | ||
<a href="reference_guides/index.html" id="index-link"> | ||
<div class="card text-center intro-card shadow"> | ||
<img src="_static/images/coding.svg" class="card-img-top" | ||
alt="reference guides icon" height="52" | ||
> | ||
<div class="card-body flex-fill"> | ||
<h5 class="card-title">Reference Guides</h5> | ||
<p class="card-text"> | ||
Overview of functions and modules as well as | ||
implementation details | ||
</p> | ||
</div> | ||
</div> | ||
</a> | ||
</div> | ||
</div> | ||
</div> | ||
|
||
|
||
Welcome to skillmodels, a Python implementation of estimators for skill | ||
formation models. The econometrics of skill formation models is a very active | ||
field and several estimators were proposed. None of them is implemented in | ||
standard econometrics packages. | ||
|
||
|
||
Skillmodels implements the Kalman filter based maximum likelihood estimator | ||
proposed by Cunha, Heckman and Schennach (CHS), (`Econometrica 2010`_) | ||
|
||
|
||
Skillmodels was developed for skill formation models but is by no means | ||
limited to this particular application. It can be applied to any dynamic | ||
nonlinear latent factor model. | ||
|
||
The CHS estimator implemented here differs in two points from the one | ||
implemented in their `replication files`_: 1) It uses different normalizations | ||
that take into account the `critique`_ of Wiswall and Agostinelli. 2) It can | ||
optionally use more robust square-root implementations of the Kalman filters. | ||
|
||
|
||
Most of the code is unit tested. Furthermore, the results have been compared | ||
to the Fortran code by CHS for two basic models with hypothetical data from | ||
their `replication files`_. | ||
|
||
|
||
**Citation** | ||
|
||
It took countless hours to write skillmodels. I make it available under a very | ||
permissive license in the hope that it helps other people to do great research | ||
that advances our knowledge about the formation of cognitive and noncognitive | ||
siklls. If you find skillmodels helpful, please don't forget to cite it. You | ||
can find a suggested citation in the README file on `GitHub`_. | ||
|
||
|
||
**Feedback** | ||
|
||
If you find skillmodels helpful for research or teaching, please let me know. | ||
If you encounter any problems with the installation or while using | ||
skillmodels, please complain or open an issue at `GitHub`_. | ||
|
||
|
||
|
||
.. _critique: | ||
https://tinyurl.com/y3wl43kz | ||
|
||
.. _replication files: | ||
https://tinyurl.com/yyuq2sa4 | ||
|
||
.. _GitHub: | ||
https://github.com/janosg/skillmodels | ||
|
||
|
||
.. _Econometrica 2010: | ||
http://onlinelibrary.wiley.com/doi/10.3982/ECTA6551/abstract | ||
|
||
|
||
.. toctree:: | ||
:maxdepth: 1 | ||
|
||
getting_started/index | ||
how_to_guides/index | ||
explanations/index | ||
reference_guides/index |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
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