problem with "dynformula" from "plm" package [RE-POST]
On Nov 27, 2009, at 10:25 AM, Owen Powell wrote:
Hello list, I'm following the paper (http://www.jstatsoft.org/v27/i02/paper) on how to use "plm" to run panel regressions, and am having trouble with what I believe should be something very basic. When I run the command (p.9 in the paper): R> dynformula(emp~wage + capital ,log = list (capital =FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE))
Perhaps you could have read the help page for the current version of
the package which says the argument have been modified. Using the
current arguments:
dynformula(emp~wage
+
capital
,log
.form
=
list
(capital
=
FALSE
,TRUE),lag.form=list(emp=2,c(2,3)),diff.form=list(FALSE,capital=TRUE))
log(emp) ~ lag(log(emp), 1) + lag(log(emp), 2) + lag(log(emp),
1) + lag(log(emp), 2) + lag(log(wage), 2) + lag(log(wage),
3) + diff(capital, 2) + diff(capital, 3)
David Winsemius, MD > I see: > > emp ~ wage + capital > > rather than the complete model that is given in the paper: > > log(emp) ~ lag(log(emp), 1) + lag(log(emp), 2) + lag(log(wage), 2) + > lag(log(wage), 3) + diff(capital, 2) + diff(capital, 3) > > And indeed, when I try to run a regression using that formula, it > appears to not contain any lags or logs (output below). > > Any ideas? Thanks in advance, > > ~Owen > > -- > Owen Powell > http://center.uvt.nl/phd_stud/powell > > R> library("plm") > R> data("EmplUK", package="plm") > R> a = > dynformula(emp~wage > + > capital > ,log > = > list > (capital > =FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE)) snipped David Winsemius, MD Heritage Laboratories West Hartford, CT