On 12/2/05, Arne Henningsen <ahenningsen@email.uni-kiel.de> wrote:
>
> On Friday 02 December 2005 09:00, you wrote:
> > On 12/1/05, Arne Henningsen <ahenningsen@email.uni-kiel.de> wrote:
> > > On Friday 02 December 2005 02:50, August Berg wrote:
> > > > I am confused by the following description in
> > >
> > >
> http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfi
> > >t .
> > >
> > > >html
> > > >
> > > > what does the "Not run" mean?
> > >
> > > This means that the command "library( systemfit )" is not executed
> when
> > > the
> > > package is checked by "R CMD check".
> > >
> > > @Jeff: I think we should remove "library( systemfit )" from the
> example
> > > section, because everybody should know this.
> > >
> > > > if we do not load systemfit, how can we run
> > > > the following code?
> > > >
> > > > ## Not run: library( systemfit )
> > > >
> > > > data( kmenta )
> > > > attach( kmenta )
> > > > ...
> > > >
> > > > I install the package of systemfit, and run the code.
> > > >
> > > > I got the warning:
> > > > > library( systemfit )
> > > > > data( kmenta )
> > > > > attach( kmenta )
> > > >
> > > >         The following object(s) are masked from package:base :
> > > >
> > > >          q
> > >
> > > The data set "kmenta" has a (column) name called "q"
> > > R> names(kmenta)
> > > [1] "q" "p" "d" "f" "a"
> > >
> > > If you attach these data to the search path, there are two objects
> with
> > > the
> > > name "q": the quantity from Kmenta's data set and the function to quit
> R.
> > > Hence, attaching this data set masks the function "q" (quit) from the
> > > package
> > > called "base". However, you don't have to worry, because "q()" and
> "?q"
> > > still
> > > work as expected.
> > >
> > > @Jeff: Since using "attach" is often troublesome, I suggest that we
> > > remove "attach( kmenta )" from the example section and use "systemfit(
> > > ..., data =
> > > kmenta )" instead.
> > >
> > > Best wishes,
> > > Arne
> >
> > Thanks. But still report such an error:
> > > pval <- 1 - pchisq( h, dim( fit3sls$bcov )[1] )
> >
> > Error in pchisq(q, df, lower.tail, log.p) :
> >         Non-numeric argument to mathematical function
>
> The object "h" is not numeric, but a list:
> R> class(h)
> [1] "hausman.systemfit"
> R> names(h)
> [1] "q"    "qVar" "m"    "df"   "pval"
>
> You probably want this:
> R> pval <- 1 - pchisq( h$m, dim( fit3sls$bcov )[1] )
>
> Or you can just type
> R> h
> 2.53565 (P-value: 0.924389)
>
> This is documented in the systemfit manual, please type
> R> ?hausman.systemfit
>
> Best wishes,
> Arne
>
> --
> Arne Henningsen
> Department of Agricultural Economics
> University of Kiel
> Olshausenstr. 40
> D-24098 Kiel (Germany)
> Tel: +49-431-880 4445
> Fax: +49-431-880 1397
> ahenningsen@agric-econ.uni-kiel.de
> http://www.uni-kiel.de/agrarpol/ahenningsen/
>

I see. I guess there is a typo in
http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfit
on that webpage, pval <- 1 - pchisq( h, dim( fit3sls$bcov )[1] )
Also, is there any way to open the data in atable(I apologize this is not a
question spefific for the Hausman test).
Best Regards,
August

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