On Sat, Jun 14, 2008 at 7:49 AM, Oh Dong-hyun <[EMAIL PROTECTED]> wrote: > Hi, > > my data set is data.frame(id, yr, y, l, e, k). > > I would like to estimate Lee and Schmidts (1993, OUP) model in R. > > My colleague wrote SAS code as follows: > ** procedures for creating dummy variables are omitted ** > ** di# and dt# are dummy variables for industry and time ** > data a2; merge a1 a2 a; by id yr; > proc sysnlin maxit=100 outest=beta2; > endogenous y; > exogenous l e k di1-di12 dt2-dt10; > parms a0 0.94 al -0.14 ae 1.8 ak -0.9 > b1 0 b2 0 b3 0 b4 0 b5 0 b6 0 b7 0 b8 0 b9 0 b10 0 b11 0 > b12 0 c2 0 c3 0 c4 0 c5 0 c6 0 c7 0 c8 0 c9 0 c10 0; > y=a0+al*l+ae*e+ak*k > +(b1*di1+b2*di2+b3*di3+b4*di4+b5*di5+b6*di6 > +b7*di7+b8*di8+b9*di9+b10*di10+b11*di11+b12*di12)* > (1*dt1+c2*dt2+c3*dt3+c4*dt4+c5*dt5+c6*dt6+c7*dt7 > +c8*dt8+c9*dt9+c10*dt10); > title '***** lee/schmidt parameter estimates *****'; > > My R code is as follows: > ############## > library(plm) > dt <- read.table("dt.dta", sep = "\t", header= T) > dt$id <- factor(dt$id) > dt$yr <- factor(dt$yr) > fit.model <- I(log(y)) ~ I(log(l)) + I(log(e)) + yr * id > re.fit.gls <- pggls(fit.model, data = dt) > ################# > > I've got the following error message: > ##### Error message ############### > Error in dimnames(x) <- dn : > length of 'dimnames' [2] not equal to array extent > #### End of Error message############ > > I would like to figure out three things. > 1. How can I restrict coefficient in model? As you can see in SAS code, > coefficient of dt1 is restricted to 1. > 2. If it is possible to restrict coefficients, it is possible to restrict > coefficients of factors? If so, how? >
Hello, I've not used the package plm very much. I've been reading its docs now and I don't think it is exactly what you want, since you've not described a panel data problem. Possibly you need to take this up with the plm author. If I were you, I'd go in another direction. First, fit with ordinary 'lm', just to check sanity of data. Second, get the package "systemfit" in which there is a nonlinear system fitting routine comparable to the SAS sysnlin that your colleague is using. Let us know how it works out. -- Paul E. Johnson Professor, Political Science 1541 Lilac Lane, Room 504 University of Kansas ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.