Re: R-help Digest, Vol 185, Issue 1

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view

Re: R-help Digest, Vol 185, Issue 1

Nina Schönfelder-2
Dear Luke,

it true that the number is not immediately displayed in the
GMM-regression output using the plm package. To get the number of
instruments (incl. exogenous variables and time dummies) you have to type:

       k <- model    # so that k is the pgmm-estimation output (an
object of class c("pgmm","panelmodel")
       ninst <- ncol(k$W[[1]])    # the number of instruments is simply
count as the number of columns in the matrix of instruments

Best regards,



*Dr. Nina Schönfelder*

*Nationaler Open-Access-Kontaktpunkt OA2020-DE*
Universität Bielefeld
Universitätsstr. 25
D-33615 Bielefeld

Phone: +49 (0) 521/106-2546
E-mail: [hidden email]
Twitter: @oa2020de

Am 01.07.2018 um 12:00 schrieb [hidden email]:

> Message: 1
> Date: Sat, 30 Jun 2018 11:03:06 +0200
> From: =?UTF-8?b?xYF1a2FzeiBQacSZdGFr?=<[hidden email]>
> To:[hidden email]
> Subject: [R] Question
> Message-ID: <hbqeaucobgtjfdbbzufb@kmye>
> Content-Type: text/plain; charset="utf-8"
> 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

        [[alternative HTML version deleted]]

[hidden email] mailing list -- To UNSUBSCRIBE and more, see
PLEASE do read the posting guide
and provide commented, minimal, self-contained, reproducible code.