[R] pgmm error message, Error in terms.default(formula) : no terms component nor attribute

Xin Shi X.Shi at mmu.ac.uk
Fri Jan 22 14:23:47 CET 2016


I try to use pgmm to estimate dynamic model for panel data. I got the message below. It is appreciate that you could help on this. data<-read.csv("G:/MMU/Research/Urbanlisation/paneldata.csv",sep=",", header=TRUE) library(plm) library(Formula) urban<-pdata.frame(data, index=c("id","year_begin")) y<-urban[,7] x1<-urban[,8] x2<-urban[,9] x3<-urban[,10] x4<-urban[,11] z1<-pgmm(formula=y~lag(y,0:1)+x2+x3+x4,data=urban, effect = "twoways", model = "twosteps") Error in terms.default(formula) : no terms component nor attribute

Dr.Xin Shi
Reader in Applied Statistics
Director of DBA Programme
Room 609
Department of Marketing, Operations and Digital Business
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E-mail: X.Shi at mmu.ac.uk<mailto:X.Shi at mmu.ac.uk>
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