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[]) # the number of instruments is simply
count as the number of columns in the matrix of instruments
*Dr. Nina Schönfelder*
*Nationaler Open-Access-Kontaktpunkt OA2020-DE*
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> Date: Sat, 30 Jun 2018 11:03:06 +0200
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> To:[hidden email] > Subject: [R] Question
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> 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.