CRAN Package Check Results for Maintainer ‘Arne Henningsen <arne.henningsen at gmail.com>’

Last updated on 2024-12-23 12:49:38 CET.

Package ERROR WARN NOTE OK
censReg 13
frontier 13
linprog 13
micEcon 3 10
micEconAids 13
micEconCES 13
micEconDistRay 13
micEconIndex 1 12
micEconSNQP 13
miscTools 1 9 3
mvProbit 1 12
sampleSelection 1 1 10 1
systemfit 1 12
urbin 13

Package censReg

Current CRAN status: OK: 13

Package frontier

Current CRAN status: OK: 13

Package linprog

Current CRAN status: NOTE: 13

Version: 0.9-4
Check: Rd files
Result: NOTE checkRd: (-1) solveLP.Rd:119: Escaped LaTeX specials: \& Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64

Package micEcon

Current CRAN status: NOTE: 3, OK: 10

Version: 0.6-18
Check: Rd cross-references
Result: NOTE Found the following Rd file(s) with Rd \link{} targets missing package anchors: translogCheckCurvature.Rd: semidefiniteness, quasiconvexity, quasiconcavity Please provide package anchors for all Rd \link{} targets not in the package itself and the base packages. Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-windows-x86_64

Package micEconAids

Current CRAN status: OK: 13

Package micEconCES

Current CRAN status: OK: 13

Package micEconDistRay

Current CRAN status: OK: 13

Package micEconIndex

Current CRAN status: ERROR: 1, OK: 12

Version: 0.1-8
Check: tests
Result: ERROR Running ‘indices.R’ [1s/1s] Running the tests in ‘tests/indices.R’ failed. Complete output: > library( "micEconIndex" ) > options( digits = 4, warn = 1 ) > > ## function for printIndexing indices > printIndices <- function( what, ... ) { + for( i in c( "Laspeyres", "Paasche", "Fisher" ) ) { + cat( "\n", i, "\n" ) + if( what == "p" ) { + index <- priceIndex( ..., method = i, weights = TRUE ) + } else { + index <- quantityIndex( ..., method = i, weights = TRUE ) + } + print( index ) + testRowSums <- rowSums( attributes( index )$weights[ !is.na( index ), ] ) + names( testRowSums ) <- NULL + if( all.equal( testRowSums, + rep( 1, sum( !is.na( index ) ) ) ) != TRUE ) { + cat( "\nrowSums are not equal to one!!!\n\n" ) + } + } + } > > ## Missong03E7.7 > if( requireNamespace( 'micEcon', quietly = TRUE ) ) { + data( Missong03E7.7, package = "micEcon" ) + ## price indices for Missong03E7.7 + printIndices( "p", c( "p.beef", "p.veal", "p.pork" ), + c( "q.beef", "q.veal", "q.pork" ), 1, Missong03E7.7 ) + + ## quantity indices for Missong03E7.7 + printIndices( "q", c( "p.beef", "p.veal", "p.pork" ), + c( "q.beef", "q.veal", "q.pork" ), 1, Missong03E7.7 ) + } Laspeyres 1986 1987 1988 1989 1.0000 0.9840 0.9967 1.1255 attr(,"weights") p.beef p.veal p.pork 1986 0.3076 0.01992 0.6724 1987 0.3101 0.02063 0.6692 1988 0.3177 0.02161 0.6607 1989 0.3060 0.02078 0.6733 Paasche 1986 1987 1988 1989 1.0000 0.9840 0.9966 1.1251 attr(,"weights") p.beef p.veal p.pork 1986 0.3076 0.01992 0.6724 1987 0.3082 0.02063 0.6711 1988 0.3254 0.01727 0.6574 1989 0.3107 0.01358 0.6757 Fisher 1986 1987 1988 1989 1.0000 0.9840 0.9966 1.1253 attr(,"weights") p.beef p.veal p.pork 1986 0.3076 0.01992 0.6724 1987 0.3092 0.02063 0.6702 1988 0.3215 0.01944 0.6590 1989 0.3084 0.01718 0.6745 Laspeyres 1986 1987 1988 1989 1.0000 0.9706 0.8833 0.7429 attr(,"weights") q.beef q.veal q.pork 1986 0.3076 0.01992 0.6724 1987 0.3057 0.01992 0.6744 1988 0.3151 0.01592 0.6690 1989 0.3123 0.01301 0.6746 Paasche 1986 1987 1988 1989 1.0000 0.9706 0.8833 0.7427 attr(,"weights") q.beef q.veal q.pork 1986 0.3076 0.01992 0.6724 1987 0.3082 0.02063 0.6711 1988 0.3254 0.01727 0.6574 1989 0.3107 0.01358 0.6757 Fisher 1986 1987 1988 1989 1.0000 0.9706 0.8833 0.7428 attr(,"weights") q.beef q.veal q.pork 1986 0.3076 0.01992 0.6724 1987 0.3070 0.02028 0.6728 1988 0.3202 0.01660 0.6632 1989 0.3115 0.01330 0.6752 > > ## Bleymueller79E25.1 > if( requireNamespace( 'micEcon', quietly = TRUE ) ) { + data( Bleymueller79E25.1, package = "micEcon" ) + ## price indices for Bleymueller79E25.1 + printIndices( "p", c( "p.A", "p.B", "p.C", "p.D" ), + c( "q.A", "q.B", "q.C", "q.D" ), 1, Bleymueller79E25.1 ) + + ## quantity indices for Bleymueller79E25.1 + printIndices( "q", c( "p.A", "p.B", "p.C", "p.D" ), + c("q.A", "q.B", "q.C", "q.D" ), 1, Bleymueller79E25.1 ) + } Laspeyres 1970 1974 1978 1.000 1.697 1.887 attr(,"weights") p.A p.B p.C p.D 1970 0.3077 0.1538 0.1282 0.4103 1974 0.3021 0.1088 0.2266 0.3625 1978 0.3397 0.1141 0.1766 0.3696 Paasche 1970 1974 1978 1.000 1.582 1.799 attr(,"weights") p.A p.B p.C p.D 1970 0.3077 0.1538 0.1282 0.4103 1974 0.3200 0.2400 0.1600 0.2800 1978 0.3226 0.2516 0.1438 0.2820 Fisher 1970 1974 1978 1.000 1.639 1.843 attr(,"weights") p.A p.B p.C p.D 1970 0.3077 0.1538 0.1282 0.4103 1974 0.3111 0.1744 0.1933 0.3213 1978 0.3311 0.1829 0.1602 0.3258 Laspeyres 1970 1974 1978 1.000 1.215 1.546 attr(,"weights") q.A q.B q.C q.D 1970 0.3077 0.1538 0.12821 0.4103 1974 0.3038 0.3165 0.08439 0.2954 1978 0.2786 0.3234 0.09950 0.2985 Paasche 1970 1974 1978 1.000 1.133 1.474 attr(,"weights") q.A q.B q.C q.D 1970 0.3077 0.1538 0.1282 0.4103 1974 0.3200 0.2400 0.1600 0.2800 1978 0.3226 0.2516 0.1438 0.2820 Fisher 1970 1974 1978 1.000 1.173 1.510 attr(,"weights") q.A q.B q.C q.D 1970 0.3077 0.1538 0.1282 0.4103 1974 0.3119 0.2782 0.1222 0.2877 1978 0.3006 0.2875 0.1216 0.2903 > > ## Electricity (Christensen & Greene 1976) > if( requireNamespace( 'Ecdat', quietly = TRUE ) ) { + data( "Electricity", package = "Ecdat" ) + Electricity <- Electricity[ 1:35, ] + ## preparing electricity data + pNames <- c( "pl", "pk", "pf" ) + qNames <- c( "ql", "qk", "qf" ) + sNames <- c( "sl", "sk", "sf" ) + for( i in 1:3 ) { + Electricity[[ qNames[ i ] ]] <- Electricity[[ sNames[ i ] ]] * + Electricity[[ "cost" ]] / Electricity[[ pNames[ i ] ]] + } + allObs <- !is.na( Electricity$pl ) + + ## price indices for Electricity data + printIndices( "p", pNames, qNames, 1, Electricity ) + + ## quantity indices for Electricity data + printIndices( "q", pNames, qNames, 1, Electricity ) + + ## price indices for Electricity data and base=mean + printIndices( "p", pNames, qNames, allObs, Electricity ) + + ## quantity indices for Electricity data and base=mean + printIndices( "q", pNames, qNames, allObs, Electricity ) + } > > ## Electricity data with some NA prices > ## manipulating data of Electricity data > if( requireNamespace( 'micEcon', quietly = TRUE ) ) { + ElectricityNaP <- Electricity + for( i in 1:3 ) { + ElectricityNaP[[ pNames[ i ] ]][ c( 2, i * 4, i * 8 ) ] <- NA + } + + ## price indices for Electricity data with some NA prices + printIndices( "p", pNames, qNames, 1, ElectricityNaP ) + + ## quantity indices for Electricity data with some NA prices + printIndices( "q", pNames, qNames, 1, ElectricityNaP ) + + ## price indices for Electricity data with some NA prices and na.rm=TRUE + printIndices( "p", pNames, qNames, 1, ElectricityNaP, na.rm = TRUE ) + + ## quantity indices for Electricity data with some NA prices and na.rm=TRUE + printIndices( "q", pNames, qNames, 1, ElectricityNaP, na.rm = TRUE ) + + ## price indices for Electricity data with some NA prices and base=mean + printIndices( "p", pNames, qNames, 16, ElectricityNaP ) + + ## quantity indices for Electricity data with some NA prices and base=mean + printIndices( "q", pNames, qNames, allObs, ElectricityNaP ) + + ## price indices for Electricity data with some NA prices and na.rm=TRUE and base=mean + printIndices( "p", pNames, qNames, allObs, ElectricityNaP, na.rm = TRUE ) + + ## quantity indices for Electricity data with some NA prices and na.rm=TRUE and base=mean + printIndices( "q", pNames, qNames, allObs, ElectricityNaP, na.rm = TRUE ) + } Error: object 'Electricity' not found Execution halted Flavor: r-devel-linux-x86_64-debian-gcc

Package micEconSNQP

Current CRAN status: OK: 13

Package miscTools

Current CRAN status: ERROR: 1, NOTE: 9, OK: 3

Version: 0.6-28
Check: Rd files
Result: NOTE checkRd: (-1) sumKeepAttr.Rd:19: Lost braces 19 | (only relevant if code{x} has only one element).} | ^ Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64

Version: 0.6-28
Check: examples
Result: ERROR Running examples in ‘miscTools-Ex.R’ failed The error most likely occurred in: > base::assign(".ptime", proc.time(), pos = "CheckExEnv") > ### Name: colMedians > ### Title: Medians of Columns > ### Aliases: colMedians > ### Keywords: array > > ### ** Examples > > data( "Electricity", package = "Ecdat" ) Error in find.package(package, lib.loc, verbose = verbose) : there is no package called ‘Ecdat’ Calls: data -> find.package Execution halted Flavor: r-devel-linux-x86_64-debian-gcc

Version: 0.6-28
Check: tests
Result: ERROR Running ‘colMediansTest.R’ [0s/0s] Running ‘ddnormTest.R’ [0s/0s] Comparing ‘ddnormTest.Rout’ to ‘ddnormTest.Rout.save’ ... OK Running ‘insertColRow.R’ [0s/0s] Comparing ‘insertColRow.Rout’ to ‘insertColRow.Rout.save’ ... OK Running ‘lmMethods.R’ [0s/0s] Comparing ‘lmMethods.Rout’ to ‘lmMethods.Rout.save’ ... OK Running ‘margEffTest.R’ [0s/0s] Comparing ‘margEffTest.Rout’ to ‘margEffTest.Rout.save’ ... OK Running ‘semidefTest.R’ [0s/0s] Comparing ‘semidefTest.Rout’ to ‘semidefTest.Rout.save’ ... OK Running ‘stdErTests.R’ [0s/0s] Comparing ‘stdErTests.Rout’ to ‘stdErTests.Rout.save’ ... OK Running ‘sumKeepAttrTest.R’ [0s/0s] Comparing ‘sumKeepAttrTest.Rout’ to ‘sumKeepAttrTest.Rout.save’ ... OK Running ‘summarizeDF_tests.R’ [0s/0s] Comparing ‘summarizeDF_tests.Rout’ to ‘summarizeDF_tests.Rout.save’ ... OK Running the tests in ‘tests/colMediansTest.R’ failed. Complete output: > library( "miscTools" ) > > > ## matrix > m <- matrix( 1:24, nrow = 6, ncol = 4 ) > > cm1 <- colMedians( m ) > print( cm1 ) [1] 3.5 9.5 15.5 21.5 > > rm1 <- rowMedians( m ) > print( rm1 ) [1] 10 11 12 13 14 15 > > all.equal( cm1, rowMedians( t( m ) ) ) [1] TRUE > all.equal( rm1, colMedians( t( m ) ) ) [1] TRUE > > > ## data.frame > data( "Electricity", package = "Ecdat" ) Error in find.package(package, lib.loc, verbose = verbose) : there is no package called 'Ecdat' Calls: data -> find.package Execution halted Flavor: r-devel-linux-x86_64-debian-gcc

Package mvProbit

Current CRAN status: NOTE: 1, OK: 12

Version: 0.1-10
Check: Rd cross-references
Result: NOTE Package unavailable to check Rd xrefs: ‘sampleSelection’ Flavor: r-oldrel-macos-x86_64

Package sampleSelection

Current CRAN status: ERROR: 1, WARN: 1, NOTE: 10, OK: 1

Version: 1.2-12
Check: Rd files
Result: NOTE checkRd: (-1) binaryChoice.Rd:105: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) binaryChoice.Rd:106: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) binaryChoice.Rd:111: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) binaryChoice.Rd:112: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) binaryChoice.Rd:113: Lost braces in \itemize; \value handles \item{}{} directly checkRd: (-1) binaryChoice.Rd:114: Lost braces in \itemize; \value handles \item{}{} directly Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64

Version: 1.2-12
Check: tests
Result: NOTE Running ‘Mroz87SelectionTest.R’ [5s/6s] Comparing ‘Mroz87SelectionTest.Rout’ to ‘Mroz87SelectionTest.Rout.save’ ... OK Running ‘binarySelectionOutcome.R’ [15s/19s] Comparing ‘binarySelectionOutcome.Rout’ to ‘binarySelectionOutcome.Rout.save’ ... OK Running ‘fail.R’ [2s/3s] Comparing ‘fail.Rout’ to ‘fail.Rout.save’ ... OK Running ‘heckitIvTest.R’ [3s/3s] Comparing ‘heckitIvTest.Rout’ to ‘heckitIvTest.Rout.save’ ... OK Running ‘intervalTest.R’ [18s/25s] Comparing ‘intervalTest.Rout’ to ‘intervalTest.Rout.save’ ... OK Running ‘invMillsRatioTest.R’ [20s/25s] Comparing ‘invMillsRatioTest.Rout’ to ‘invMillsRatioTest.Rout.save’ ...60a61 > Running ‘probit.R’ [4s/4s] Comparing ‘probit.Rout’ to ‘probit.Rout.save’ ... OK Running ‘selection.R’ [14s/15s] Comparing ‘selection.Rout’ to ‘selection.Rout.save’ ... OK Flavor: r-devel-linux-x86_64-debian-clang

Version: 1.2-12
Check: examples
Result: ERROR Running examples in ‘sampleSelection-Ex.R’ failed The error most likely occurred in: > base::assign(".ptime", proc.time(), pos = "CheckExEnv") > ### Name: selection > ### Title: Heckman-style selection and treatment effect models > ### Aliases: selection heckit treatReg > ### Keywords: models regression > > ### ** Examples > > ## Greene( 2003 ): example 22.8, page 786 > data( Mroz87 ) > Mroz87$kids <- ( Mroz87$kids5 + Mroz87$kids618 > 0 ) > # Two-step estimation > summary( heckit( lfp ~ age + I( age^2 ) + faminc + kids + educ, + wage ~ exper + I( exper^2 ) + educ + city, Mroz87 ) ) -------------------------------------------- Tobit 2 model (sample selection model) 2-step Heckman / heckit estimation 753 observations (325 censored and 428 observed) 14 free parameters (df = 740) Probit selection equation: Estimate Std. Error t value Pr(>|t|) (Intercept) -4.157e+00 1.402e+00 -2.965 0.003127 ** age 1.854e-01 6.597e-02 2.810 0.005078 ** I(age^2) -2.426e-03 7.735e-04 -3.136 0.001780 ** faminc 4.580e-06 4.206e-06 1.089 0.276544 kidsTRUE -4.490e-01 1.309e-01 -3.430 0.000638 *** educ 9.818e-02 2.298e-02 4.272 2.19e-05 *** Outcome equation: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.9712003 2.0593505 -0.472 0.637 exper 0.0210610 0.0624646 0.337 0.736 I(exper^2) 0.0001371 0.0018782 0.073 0.942 educ 0.4170174 0.1002497 4.160 3.56e-05 *** city 0.4438379 0.3158984 1.405 0.160 Multiple R-Squared:0.1264, Adjusted R-Squared:0.116 Error terms: Estimate Std. Error t value Pr(>|t|) invMillsRatio -1.098 1.266 -0.867 0.386 sigma 3.200 NA NA NA rho -0.343 NA NA NA -------------------------------------------- > # ML estimation > summary( selection( lfp ~ age + I( age^2 ) + faminc + kids + educ, + wage ~ exper + I( exper^2 ) + educ + city, Mroz87 ) ) -------------------------------------------- Tobit 2 model (sample selection model) Maximum Likelihood estimation Newton-Raphson maximisation, 5 iterations Return code 8: successive function values within relative tolerance limit (reltol) Log-Likelihood: -1581.258 753 observations (325 censored and 428 observed) 13 free parameters (df = 740) Probit selection equation: Estimate Std. Error t value Pr(>|t|) (Intercept) -4.120e+00 1.401e+00 -2.942 0.003368 ** age 1.840e-01 6.587e-02 2.794 0.005345 ** I(age^2) -2.409e-03 7.723e-04 -3.119 0.001886 ** faminc 5.680e-06 4.416e-06 1.286 0.198782 kidsTRUE -4.506e-01 1.302e-01 -3.461 0.000568 *** educ 9.528e-02 2.315e-02 4.115 4.3e-05 *** Outcome equation: Estimate Std. Error t value Pr(>|t|) (Intercept) -1.9630242 1.1982209 -1.638 0.102 exper 0.0278683 0.0615514 0.453 0.651 I(exper^2) -0.0001039 0.0018388 -0.056 0.955 educ 0.4570051 0.0732299 6.241 7.33e-10 *** city 0.4465290 0.3159209 1.413 0.158 Error terms: Estimate Std. Error t value Pr(>|t|) sigma 3.1084 0.1138 27.307 <2e-16 *** rho -0.1320 0.1651 -0.799 0.424 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 -------------------------------------------- > > ## Example using binary outcome for selection model. > ## We estimate the probability of womens' education on their > ## chances to get high wage (> $5/hr in 1975 USD), using PSID data > ## We use education as explanatory variable > ## and add age, kids, and non-work income as exclusion restrictions. > data(Mroz87) > m <- selection(lfp ~ educ + age + kids5 + kids618 + nwifeinc, + wage >= 5 ~ educ, data = Mroz87 ) > summary(m) -------------------------------------------- Tobit 2 model with binary outcome (sample selection model) Maximum Likelihood estimation BHHH maximisation, 8 iterations Return code 8: successive function values within relative tolerance limit (reltol) Log-Likelihood: -653.2037 753 observations (325 censored and 428 observed) 9 free parameters (df = 744) Probit selection equation: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.430362 0.475966 0.904 0.366 educ 0.156223 0.023811 6.561 1.00e-10 *** age -0.034713 0.007649 -4.538 6.61e-06 *** kids5 -0.890560 0.112663 -7.905 9.69e-15 *** kids618 -0.038167 0.039320 -0.971 0.332 nwifeinc -0.020948 0.004318 -4.851 1.49e-06 *** Outcome equation: Estimate Std. Error t value Pr(>|t|) (Intercept) -4.5213 0.5611 -8.058 3.08e-15 *** educ 0.2879 0.0369 7.800 2.09e-14 *** Error terms: Estimate Std. Error t value Pr(>|t|) rho 0.1164 0.2706 0.43 0.667 -------------------------------------------- > > > ## example using random numbers > library( "mvtnorm" ) > nObs <- 1000 > sigma <- matrix( c( 1, -0.7, -0.7, 1 ), ncol = 2 ) > errorTerms <- rmvnorm( nObs, c( 0, 0 ), sigma ) > myData <- data.frame( no = c( 1:nObs ), x1 = rnorm( nObs ), x2 = rnorm( nObs ), + u1 = errorTerms[ , 1 ], u2 = errorTerms[ , 2 ] ) > myData$y <- 2 + myData$x1 + myData$u1 > myData$s <- ( 2 * myData$x1 + myData$x2 + myData$u2 - 0.2 ) > 0 > myData$y[ !myData$s ] <- NA > myOls <- lm( y ~ x1, data = myData) > summary( myOls ) Call: lm(formula = y ~ x1, data = myData) Residuals: Min 1Q Median 3Q Max -3.1670 -0.6422 -0.0176 0.6851 3.1186 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.53676 0.06236 24.64 <2e-16 *** x1 1.26069 0.05891 21.40 <2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 0.9922 on 472 degrees of freedom (526 observations deleted due to missingness) Multiple R-squared: 0.4925, Adjusted R-squared: 0.4914 F-statistic: 458 on 1 and 472 DF, p-value: < 2.2e-16 > myHeckit <- heckit( s ~ x1 + x2, y ~ x1, myData, print.level = 1 ) Tobit 2 model > summary( myHeckit ) -------------------------------------------- Tobit 2 model (sample selection model) 2-step Heckman / heckit estimation 1000 observations (526 censored and 474 observed) 8 free parameters (df = 993) Probit selection equation: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.22904 0.06106 -3.751 0.000186 *** x1 1.97384 0.12229 16.141 < 2e-16 *** x2 1.01003 0.07930 12.737 < 2e-16 *** Outcome equation: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.12355 0.10883 19.51 <2e-16 *** x1 0.89186 0.08257 10.80 <2e-16 *** Multiple R-Squared:0.5404, Adjusted R-Squared:0.5385 Error terms: Estimate Std. Error t value Pr(>|t|) invMillsRatio -0.9622 0.1318 -7.298 5.99e-13 *** sigma 1.0750 NA NA NA rho -0.8950 NA NA NA --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 -------------------------------------------- > > ## example using random numbers with IV/2SLS estimation > library( "mvtnorm" ) > nObs <- 1000 > sigma <- matrix( c( 1, 0.5, 0.1, 0.5, 1, -0.3, 0.1, -0.3, 1 ), ncol = 3 ) > errorTerms <- rmvnorm( nObs, c( 0, 0, 0 ), sigma ) > myData <- data.frame( no = c( 1:nObs ), x1 = rnorm( nObs ), x2 = rnorm( nObs ), + u1 = errorTerms[ , 1 ], u2 = errorTerms[ , 2 ], u3 = errorTerms[ , 3 ] ) > myData$w <- 1 + myData$x1 + myData$u1 > myData$y <- 2 + myData$w + myData$u2 > myData$s <- ( 2 * myData$x1 + myData$x2 + myData$u3 - 0.2 ) > 0 > myData$y[ !myData$s ] <- NA > myHeckit <- heckit( s ~ x1 + x2, y ~ w, data = myData ) > summary( myHeckit ) # biased! -------------------------------------------- Tobit 2 model (sample selection model) 2-step Heckman / heckit estimation 1000 observations (527 censored and 473 observed) 8 free parameters (df = 993) Probit selection equation: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.15979 0.05860 -2.727 0.00651 ** x1 1.86891 0.11381 16.421 < 2e-16 *** x2 0.98799 0.07971 12.394 < 2e-16 *** Outcome equation: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.08092 0.09163 11.80 <2e-16 *** w 1.45660 0.03713 39.23 <2e-16 *** Multiple R-Squared:0.7841, Adjusted R-Squared:0.7832 Error terms: Estimate Std. Error t value Pr(>|t|) invMillsRatio 0.1829 0.1013 1.806 0.0713 . sigma 0.9215 NA NA NA rho 0.1984 NA NA NA --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 -------------------------------------------- > myHeckitIv <- heckit( s ~ x1 + x2, y ~ w, data = myData, inst = ~ x1 ) > summary( myHeckitIv ) # unbiased -------------------------------------------- Tobit 2 model (sample selection model) 2-step Heckman / heckit estimation 1000 observations (527 censored and 473 observed) 8 free parameters (df = 993) Probit selection equation: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.15979 0.05860 -2.727 0.00651 ** x1 1.86891 0.11381 16.421 < 2e-16 *** x2 0.98799 0.07971 12.394 < 2e-16 *** Outcome equation: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.0345 0.1067 19.07 <2e-16 *** w 0.9785 0.0432 22.65 <2e-16 *** Multiple R-Squared:0.7083, Adjusted R-Squared:0.707 Error terms: Estimate Std. Error t value Pr(>|t|) invMillsRatio -0.2891 0.1175 -2.46 0.0141 * sigma 1.0767 NA NA NA rho -0.2685 NA NA NA --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 -------------------------------------------- > > ## tobit-5 example > N <- 500 > library(mvtnorm) > vc <- diag(3) > vc[lower.tri(vc)] <- c(0.9, 0.5, 0.6) > vc[upper.tri(vc)] <- vc[lower.tri(vc)] > eps <- rmvnorm(N, rep(0, 3), vc) > xs <- runif(N) > ys <- xs + eps[,1] > 0 > xo1 <- runif(N) > yo1 <- xo1 + eps[,2] > xo2 <- runif(N) > yo2 <- xo2 + eps[,3] > a <- selection(ys~xs, list(yo1 ~ xo1, yo2 ~ xo2)) > summary(a) -------------------------------------------- Tobit 5 model (switching regression model) Maximum Likelihood estimation Newton-Raphson maximisation, 5 iterations Return code 1: gradient close to zero (gradtol) Log-Likelihood: -916.9684 500 observations: 157 selection 1 (FALSE) and 343 selection 2 (TRUE) 10 free parameters (df = 490) Probit selection equation: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.0534 0.1065 -0.501 0.616 xs 1.1250 0.1842 6.106 2.08e-09 *** Outcome equation 1: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.07615 0.18201 0.418 0.676 xo1 0.92591 0.17272 5.361 1.28e-07 *** Outcome equation 2: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.01079 0.17850 -0.060 0.952 xo2 1.09098 0.17267 6.318 5.95e-10 *** Error terms: Estimate Std. Error t value Pr(>|t|) sigma1 0.97959 0.10528 9.305 <2e-16 *** sigma2 0.97087 0.06317 15.370 <2e-16 *** rho1 0.88349 0.05759 15.341 <2e-16 *** rho2 0.34270 0.30009 1.142 0.254 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 -------------------------------------------- > > ## tobit2 example > vc <- diag(2) > vc[2,1] <- vc[1,2] <- -0.7 > eps <- rmvnorm(N, rep(0, 2), vc) > xs <- runif(N) > ys <- xs + eps[,1] > 0 > xo <- runif(N) > yo <- (xo + eps[,2])*(ys > 0) > a <- selection(ys~xs, yo ~xo) > summary(a) -------------------------------------------- Tobit 2 model (sample selection model) Maximum Likelihood estimation Newton-Raphson maximisation, 3 iterations Return code 8: successive function values within relative tolerance limit (reltol) Log-Likelihood: -725.3648 500 observations (160 censored and 340 observed) 6 free parameters (df = 494) Probit selection equation: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.1222 0.1095 1.115 0.265198 xs 0.7149 0.1955 3.657 0.000283 *** Outcome equation: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.01516 0.15424 -0.098 0.922 xo 0.87447 0.15769 5.545 4.78e-08 *** Error terms: Estimate Std. Error t value Pr(>|t|) sigma 0.91843 0.08754 10.492 < 2e-16 *** rho -0.60686 0.22383 -2.711 0.00694 ** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 -------------------------------------------- > > ## Example for treatment regressions > ## Estimate the effect of treatment on income > ## selection outcome: treatment participation, logical (treatment) > ## selection explanatory variables: age, education (years) > ## unemployment in 1974, 1975, race > ## outcome: log real income 1978 > ## outcome explanatory variables: treatment, age, education, race. > ## unemployment variables are treated as exclusion restriction > data(Treatment, package="Ecdat") Error in find.package(package, lib.loc, verbose = verbose) : there is no package called ‘Ecdat’ Calls: data -> find.package Execution halted Flavor: r-devel-linux-x86_64-debian-gcc

Version: 1.2-12
Check: tests
Result: NOTE Running ‘Mroz87SelectionTest.R’ [3s/4s] Comparing ‘Mroz87SelectionTest.Rout’ to ‘Mroz87SelectionTest.Rout.save’ ... OK Running ‘binarySelectionOutcome.R’ [8s/10s] Comparing ‘binarySelectionOutcome.Rout’ to ‘binarySelectionOutcome.Rout.save’ ... OK Running ‘fail.R’ [2s/2s] Comparing ‘fail.Rout’ to ‘fail.Rout.save’ ... OK Running ‘heckitIvTest.R’ [2s/2s] Comparing ‘heckitIvTest.Rout’ to ‘heckitIvTest.Rout.save’ ... OK Running ‘intervalTest.R’ [9s/11s] Comparing ‘intervalTest.Rout’ to ‘intervalTest.Rout.save’ ... OK Running ‘invMillsRatioTest.R’ [12s/16s] Comparing ‘invMillsRatioTest.Rout’ to ‘invMillsRatioTest.Rout.save’ ...60a61 > Running ‘probit.R’ [3s/5s] Comparing ‘probit.Rout’ to ‘probit.Rout.save’ ... OK Running ‘selection.R’ [10s/11s] Comparing ‘selection.Rout’ to ‘selection.Rout.save’ ... OK Flavor: r-devel-linux-x86_64-debian-gcc

Version: 1.2-12
Check: re-building of vignette outputs
Result: ERROR Error(s) in re-building vignettes: ... --- re-building ‘intReg.Rnw’ using Sweave Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Loading required package: zoo Attaching package: ‘zoo’ The following objects are masked from ‘package:base’: as.Date, as.Date.numeric --- finished re-building ‘intReg.Rnw’ --- re-building ‘selection.Rnw’ using Sweave Loading required package: maxLik Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vcov(object, part = "full"))) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vcov(object, part = "full"))) : NaNs produced --- finished re-building ‘selection.Rnw’ --- re-building ‘treatReg.Rnw’ using Sweave Loading required package: maxLik Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Error: processing vignette 'treatReg.Rnw' failed with diagnostics: chunk 5 (label = EcdatExample) Error in find.package(package, lib.loc, verbose = verbose) : there is no package called ‘Ecdat’ --- failed re-building ‘treatReg.Rnw’ SUMMARY: processing the following file failed: ‘treatReg.Rnw’ Error: Vignette re-building failed. Execution halted Flavor: r-devel-linux-x86_64-debian-gcc

Version: 1.2-12
Check: tests
Result: NOTE Running ‘Mroz87SelectionTest.R’ [8s/22s] Comparing ‘Mroz87SelectionTest.Rout’ to ‘Mroz87SelectionTest.Rout.save’ ... OK Running ‘binarySelectionOutcome.R’ [25s/66s] Comparing ‘binarySelectionOutcome.Rout’ to ‘binarySelectionOutcome.Rout.save’ ... OK Running ‘fail.R’ [4s/14s] Comparing ‘fail.Rout’ to ‘fail.Rout.save’ ... OK Running ‘heckitIvTest.R’ [4s/11s] Comparing ‘heckitIvTest.Rout’ to ‘heckitIvTest.Rout.save’ ... OK Running ‘intervalTest.R’ [32s/82s] Comparing ‘intervalTest.Rout’ to ‘intervalTest.Rout.save’ ... OK Running ‘invMillsRatioTest.R’ [38s/141s] Comparing ‘invMillsRatioTest.Rout’ to ‘invMillsRatioTest.Rout.save’ ...60a61 > Running ‘probit.R’ [6s/26s] Comparing ‘probit.Rout’ to ‘probit.Rout.save’ ... OK Running ‘selection.R’ [27s/98s] Comparing ‘selection.Rout’ to ‘selection.Rout.save’ ... OK Flavor: r-devel-linux-x86_64-fedora-clang

Version: 1.2-12
Check: tests
Result: NOTE Running ‘Mroz87SelectionTest.R’ Comparing ‘Mroz87SelectionTest.Rout’ to ‘Mroz87SelectionTest.Rout.save’ ... OK Running ‘binarySelectionOutcome.R’ [22s/30s] Comparing ‘binarySelectionOutcome.Rout’ to ‘binarySelectionOutcome.Rout.save’ ... OK Running ‘fail.R’ Comparing ‘fail.Rout’ to ‘fail.Rout.save’ ... OK Running ‘heckitIvTest.R’ Comparing ‘heckitIvTest.Rout’ to ‘heckitIvTest.Rout.save’ ... OK Running ‘intervalTest.R’ [28s/36s] Comparing ‘intervalTest.Rout’ to ‘intervalTest.Rout.save’ ... OK Running ‘invMillsRatioTest.R’ [33s/40s] Comparing ‘invMillsRatioTest.Rout’ to ‘invMillsRatioTest.Rout.save’ ...60a61 > Running ‘probit.R’ Comparing ‘probit.Rout’ to ‘probit.Rout.save’ ... OK Running ‘selection.R’ [25s/33s] Comparing ‘selection.Rout’ to ‘selection.Rout.save’ ... OK Flavor: r-devel-linux-x86_64-fedora-gcc

Version: 1.2-12
Check: tests
Result: NOTE Running 'Mroz87SelectionTest.R' [5s] Comparing 'Mroz87SelectionTest.Rout' to 'Mroz87SelectionTest.Rout.save' ... OK Running 'binarySelectionOutcome.R' [11s] Comparing 'binarySelectionOutcome.Rout' to 'binarySelectionOutcome.Rout.save' ... OK Running 'fail.R' [2s] Comparing 'fail.Rout' to 'fail.Rout.save' ... OK Running 'heckitIvTest.R' [2s] Comparing 'heckitIvTest.Rout' to 'heckitIvTest.Rout.save' ... OK Running 'intervalTest.R' [13s] Comparing 'intervalTest.Rout' to 'intervalTest.Rout.save' ... OK Running 'invMillsRatioTest.R' [17s] Comparing 'invMillsRatioTest.Rout' to 'invMillsRatioTest.Rout.save' ...60a61 > Running 'probit.R' [3s] Comparing 'probit.Rout' to 'probit.Rout.save' ... OK Running 'selection.R' [15s] Comparing 'selection.Rout' to 'selection.Rout.save' ... OK Flavor: r-devel-windows-x86_64

Version: 1.2-12
Check: re-building of vignette outputs
Result: WARN Error(s) in re-building vignettes: --- re-building ‘intReg.Rnw’ using Sweave Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Loading required package: zoo Attaching package: ‘zoo’ The following objects are masked from ‘package:base’: as.Date, as.Date.numeric --- finished re-building ‘intReg.Rnw’ --- re-building ‘selection.Rnw’ using Sweave Loading required package: maxLik Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vcov(object, part = "full"))) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vcov(object, part = "full"))) : NaNs produced --- finished re-building ‘selection.Rnw’ --- re-building ‘treatReg.Rnw’ using Sweave Loading required package: maxLik Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Error: processing vignette 'treatReg.Rnw' failed with diagnostics: Running 'texi2dvi' on 'treatReg.tex' failed. LaTeX errors: !pdfTeX error: pdflatex (file bbm10): Font bbm10 at 600 not found ==> Fatal error occurred, no output PDF file produced! --- failed re-building ‘treatReg.Rnw’ SUMMARY: processing the following file failed: ‘treatReg.Rnw’ Error: Vignette re-building failed. Execution halted Flavor: r-release-macos-arm64

Version: 1.2-12
Check: re-building of vignette outputs
Result: NOTE Error(s) in re-building vignettes: --- re-building ‘intReg.Rnw’ using Sweave Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Loading required package: zoo Attaching package: ‘zoo’ The following objects are masked from ‘package:base’: as.Date, as.Date.numeric --- finished re-building ‘intReg.Rnw’ --- re-building ‘selection.Rnw’ using Sweave Loading required package: maxLik Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vcov(object, part = "full"))) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vcov(object, part = "full"))) : NaNs produced --- finished re-building ‘selection.Rnw’ --- re-building ‘treatReg.Rnw’ using Sweave Loading required package: maxLik Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Error: processing vignette 'treatReg.Rnw' failed with diagnostics: Running 'texi2dvi' on 'treatReg.tex' failed. LaTeX errors: !pdfTeX error: pdflatex (file bbm10): Font bbm10 at 600 not found ==> Fatal error occurred, no output PDF file produced! --- failed re-building ‘treatReg.Rnw’ SUMMARY: processing the following file failed: ‘treatReg.Rnw’ Error: Vignette re-building failed. Execution halted Flavor: r-oldrel-macos-arm64

Version: 1.2-12
Check: re-building of vignette outputs
Result: NOTE Error(s) in re-building vignettes: --- re-building ‘intReg.Rnw’ using Sweave Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Loading required package: zoo Attaching package: ‘zoo’ The following objects are masked from ‘package:base’: as.Date, as.Date.numeric --- finished re-building ‘intReg.Rnw’ --- re-building ‘selection.Rnw’ using Sweave Loading required package: maxLik Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vcov(object, part = "full"))) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vc)) : NaNs produced Warning in sqrt(diag(vcov(object, part = "full"))) : NaNs produced --- finished re-building ‘selection.Rnw’ --- re-building ‘treatReg.Rnw’ using Sweave Loading required package: maxLik Loading required package: miscTools Please cite the 'maxLik' package as: Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1. If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site: https://r-forge.r-project.org/projects/maxlik/ Error: processing vignette 'treatReg.Rnw' failed with diagnostics: Running 'texi2dvi' on 'treatReg.tex' failed. LaTeX errors: ! LaTeX Error: File `icomma.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) ! Emergency stop. <read *> l.19 \usepackage {natbib}^^M ! ==> Fatal error occurred, no output PDF file produced! --- failed re-building ‘treatReg.Rnw’ SUMMARY: processing the following file failed: ‘treatReg.Rnw’ Error: Vignette re-building failed. Execution halted Flavor: r-oldrel-macos-x86_64

Package systemfit

Current CRAN status: WARN: 1, OK: 12

Version: 1.1-30
Check: re-building of vignette outputs
Result: WARN Error(s) in re-building vignettes: ... --- re-building ‘systemfit.Rnw’ using knitr Error: processing vignette 'systemfit.Rnw' failed with diagnostics: Running 'texi2dvi' on 'systemfit.tex' failed. LaTeX errors: ! Undefined control sequence. l.1496 \hldef {sigmaInv} \hlkwb{<-} \hlkwd{solve}\hldef{( residCov )} ? ! Emergency stop. ! Emergency stop. l.1496 End of file on the terminal! ! ==> Fatal error occurred, no output PDF file produced! --- failed re-building ‘systemfit.Rnw’ SUMMARY: processing the following file failed: ‘systemfit.Rnw’ Error: Vignette re-building failed. Execution halted Flavor: r-release-macos-x86_64

Package urbin

Current CRAN status: OK: 13