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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