[R] problem with "dynformula" from "plm" package [RE-POST]

David Winsemius dwinsemius at comcast.net
Fri Nov 27 16:41:24 CET 2009


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



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