[R] nlrwr package. Error when fitting the optimal Box-Cox transformation with two variables

[F.Tusell]

El mar, 19-05-2009 a las 17:17 +0200, Ikerne del Valle escribió:
> 
> 	Dear all:
> 
> 	I'm trying to fit the optimal Box-Cox 
> transformation related to nls (see the code 
> below) for the demand of money data in Green (3th 
> Edition) but in the last step R gives the next 
> error message.
> 	Error en 
> `[.data.frame`(eval(object$data), , 
> as.character(formula(object)[[2]])[2]) :
>    undefined columns selected.
> 	¿Any idea to solve the problem?
> 	Thanks in advance,
> 
> 
> library(nlrwr)
> r<-c(4.50,4.19,5.16,5.87,5.95,4.88,4.50,6.44,7.83,6.25,5.50,5.46,7.46,10.28,11.77,13.42,11.02,8.50,8.80,7.69)
> M<-c(480.00,524.30,566.30,589.50,628.20,712.80,805.20,861.00,908.40,1023.10,1163.60,1286.60,1388.90,1497.90,1631.40,1794.40,1954.90,2188.80,2371.70,2563.60)
> Y<-c(2208.30,2271.40,2365.60,2423.30,2416.20,2484.80,2608.50,2744.10,2729.30,2695.00,2826.70,2958.60,3115.20,3192.40,3187.10,3248.80,3166.00,3277.70,3492.00,3573.50)
> money<-data.frame(r,M,Y)
> attach(money)
> ols1<-lm(log(M)~log(r)+log(Y))
> output1<-summary(ols1)
> coef1<-ols1$coefficients
> a1<-coef1[[1]]
> b11<-coef1[[2]]
> b21<-coef1[[3]]
> money.m1<-nls(log(M)~a+b*r^g+c*Y^g,data=money,start=list(a=a1,b=b11,g=1,c=b21))
> summary(money.m1)
> money.m2<-boxcox(money.m1)
> 
> 
> 
> 	Prof. Ikerne del Valle Erkiaga
> 		Department of Applied Economics V
> 		Faculty of Economic and Business Sciences
> 		University of the Basque Country
> 		Avda. Lehendakari Agirre, Nº 83
> 		48015 Bilbao (Bizkaia) Spain
> 

     Ikerne,

     Inside boxcox.nls, the variable "log(M)" is searched in dataframe 
     money and not found. Indeed, it is a little redundant to take logs
     and then search a Box-Cox transformation --which gives the log
     when lambda is zero. 

     If you really want to do that, you might define a new variable
     "logM" and include that in your money dataframe, then rewrite
     the nls() call as:

     money.m1 <- nls(logM ~ a + b ... etc.

     Best, ft.

-- 
Fernando TUSELL                                e-mail:
Departamento de Econometría y Estadística       fernando.tusell at ehu.es 
Facultad de CC.EE. y Empresariales             Tel:   (+34)94.601.3733
Universidad del País Vasco                     Secr:  (+34)94.601.3740
Avenida Lendakari Aguirre, 83                  Fax:   (+34)94.601.3754
E-48015 BILBAO  (Spain)              http://www.et.bs.ehu.es/~etptupaf