Hi David,
Thank you for the response.
I forgot to mention that I'd already tried what (I think) you propose
(adding ".form" to the end of the "lag", "log" and "diff") and I still
see the same results (posted below). Specifically, I still see no
lags, logs or diffs in my model.
Any other ideas?
~Owen
R> rm(list = ls())
R> options(prompt= "R> ")
R> library("plm")
R> data("EmplUK", package="plm")
R> EmplUK <- plm.data(EmplUK, index = c("firm", "year"))
R>
log(emp)~lag(log(emp),1)+lag(log(emp),2)+lag(log(wage),2)+lag(log(wage),3)+diff(capital,2)+diff(capital,3)
log(emp) ~ lag(log(emp), 1) + lag(log(emp), 2) + lag(log(wage),
2) + lag(log(wage), 3) + diff(capital, 2) + diff(capital,
3)
R> a =
dynformula(emp~wage+capital,log.form=list(capital=FALSE,TRUE),lag.form=list(emp=2,c(2,3)),diff.form=list(FALSE,capital=TRUE))
R> grun.fe <- plm(formula = a,data=EmplUK,model="within")
[1] 1031 2
R> summary(grun.fe)
Oneway (individual) effect Within Model
Call:
plm(formula = a, data = EmplUK, model = "within")
Unbalanced Panel: n=140, T=7-9, N=1031
Residuals :
Min. 1st Qu. Median 3rd Qu. Max.
-17.1000 -0.3060 0.0137 0.3070 27.3000
Coefficients :
Estimate Std. Error t-value Pr(>|t|)
wage -0.143626 0.032790 -4.3802 1.186e-05 ***
capital 0.801495 0.064088 12.5062 < 2.2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Total Sum of Squares: 5030.6
Residual Sum of Squares: 4207.8
F-statistic: 86.9179 on 2 and 889 DF, p-value: < 2.22e-16
2009/11/27 David Winsemius <dwinsem...@comcast.net>
>
> 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
>
--
Owen Powell
http://center.uvt.nl/phd_stud/powell
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