[R-pkgs] dynlm: new version 0.2-0

Achim Zeileis Achim.Zeileis at R-project.org
Mon Jan 28 11:46:26 CET 2008


Dear useRs,

I've release a new version of the "dynlm" package to CRAN which adds two
new features:

  o instrumental variables regression (two-stage least squares) via
    formulas like
      dynlm(y ~ x1 + x2 | z1 + z2 + z3, data = mydata)
    where z1, z2, z3 are the instruments which can again contain
    lags/differences/season via the d()/L()/season() operators.

  o specification of multiple lags via formulas like
      dynlm(y ~ L(x, 0:4), data = mydata)
    where y is regressed on x and lags 1 through 4 of x.

Furthermore, I've enhanced some convenience funcitonality such as printing
and fixed a bug in the time alignment when there were leading NAs in the
underlying data.
Z




More information about the R-packages mailing list