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lucas79

Hi, My name is Luke and I come from Poland. I have one question, maybe very simple, but I can not resolve it. In dynamic panel data (GMM estimator) after running the model, I recieve a AR test and Sargan test, but the "number of instruments" are not displayed. In Stata and Gretl this informatios is given, in R no. My question is, how to obtain the number of instruments?.
Thank you for helping.
Luke

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Re: Question

Jeff Newmiller
Your question is notable for what it is missing... any trace of R code. [1][2][3] Do read the Posting Guide.

I don't see "Sargan" in base R, so your analysis likely used a contributed package... there seem to be a couple, so your example code would clarify. I don't see the number of IVs listed in the print result of the ivmodels package, so you might have to use length( Z ) (your input) to record that. Note that it is typical of stats models in R to report degrees of freedom rather than number of inputs, so this may be intentional.

You should also keep in mind that contributed packages are maintained by their contributors. If they turn out to be missing features then adding those features will involve communicating with those contributors as indicated in the package DESCRIPTION file (summarized on the CRAN web site)... they may or may not subscribe to this mailing list.

[1] http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example

[2] http://adv-r.had.co.nz/Reproducibility.html

[3] https://cran.r-project.org/web/packages/reprex/index.html (read the vignette)



On June 30, 2018 2:03:06 AM PDT, "Łukasz Piętak" <[hidden email]> wrote:

>
>Hi, My name is Luke and I come from Poland. I have one question, maybe
>very simple, but I can not resolve it. In dynamic panel data (GMM
>estimator) after running the model, I recieve a AR test and Sargan
>test, but the "number of instruments" are not displayed. In Stata and
>Gretl this informatios is given, in R no. My question is, how to obtain
>the number of instruments?.
>Thank you for helping.
>Luke
>
>______________________________________________
>[hidden email] mailing list -- To UNSUBSCRIBE and more, see
>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.

--
Sent from my phone. Please excuse my brevity.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
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.