[Splm-commits] r40 - pkg
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Oct 13 16:08:44 CEST 2009
Author: gpiras
Date: 2009-10-13 16:08:44 +0200 (Tue, 13 Oct 2009)
New Revision: 40
Removed:
pkg/feerror.R
Log:
eliminate all functions erroneously uploaded
Deleted: pkg/feerror.R
===================================================================
--- pkg/feerror.R 2009-10-13 14:08:26 UTC (rev 39)
+++ pkg/feerror.R 2009-10-13 14:08:44 UTC (rev 40)
@@ -1,49 +0,0 @@
-`feerror` <-
-function(y,x,ysms,xsms,ytms, xtms, beta,sige,yt,xt,N,T,NT,k,effects,lambda){
-mx<-apply(x,2,mean)
-intercept<-mean(y)-mx%*%beta
-if (effects =="spfe"){
- res.sfe <- as.matrix(ysms) - xsms %*% as.matrix(beta) - as.numeric(intercept)
- xhat <- x %*% as.matrix(beta) + rep(res.sfe,T) + as.numeric(intercept)
- res.t.sfe <- res.sfe / sqrt(sige / T* rep(1,N) + diag(as.numeric(sige) * xsms%*% crossprod(xt)%*% t(xsms) ))
- res.t.con <- as.numeric(intercept) / sqrt(as.numeric(sige) / NT + as.numeric(sige) * t(as.matrix(mx)) %*% crossprod(xt) %*% as.matrix(mx))
- N.vars <- k + N
- res.e <- y - xhat
- FE.out<-list(res.sfe=res.sfe, res.t.sfe=res.t.sfe, intercept=intercept, res.t.con=res.t.con,xhat=xhat,N.vars=N.vars,res.e=res.e)
- }
-if (effects== "tpfe") {
- res.tfe <- as.matrix(ytms) - xtms %*% as.matrix(beta) - as.numeric(intercept)
- xhat <- x %*% as.matrix(beta) + rep(res.tfe,each=N) + as.numeric(intercept)
- res.t.tfe <- res.tfe / sqrt(sige / N* rep(1,T) + diag(as.numeric(sige) * xtms%*% crossprod(xt)%*% t(xtms) ))
- res.t.con <- as.numeric(intercept) / sqrt(as.numeric(sige) / NT + as.numeric(sige) * t(as.matrix(mx)) %*% crossprod(xt) %*% as.matrix(mx))
- N.vars <- k + T
- res.e <- y - xhat
- FE.out<-list(res.tfe=res.tfe, res.t.tfe=res.t.tfe, intercept=intercept, res.t.con=res.t.con,xhat=xhat,N.vars=N.vars,res.e=res.e)
- }
-if (effects== "sptpfe"){
- res.sfe <- as.matrix(ysms) - xsms %*% as.matrix(beta) - as.numeric(intercept)
- res.tfe <- as.matrix(ytms) - xtms %*% as.matrix(beta) - as.numeric(intercept)
- res.t.sfe <- res.sfe / sqrt(sige / T* rep(1,N) + diag(as.numeric(sige) * xsms%*% crossprod(xt)%*% t(xsms) ))
- res.t.tfe <- res.tfe / sqrt(sige / N* rep(1,T) + diag(as.numeric(sige) * xtms%*% crossprod(xt)%*% t(xtms) ))
- res.t.con <- as.numeric(intercept) / sqrt(as.numeric(sige) / NT + as.numeric(sige) * t(as.matrix(mx)) %*% crossprod(xt) %*% as.matrix(mx))
- xhat<- x %*% as.matrix(beta) + rep(res.sfe,T) + rep(res.tfe,each=N) + as.numeric(intercept)
- N.vars <- k + N + T - 1
- res.e <- y - xhat
-FE.out<-list(res.tfe=res.tfe, res.t.tfe=res.t.tfe, res.sfe=res.sfe, res.t.sfe=res.t.sfe, intercept=intercept, res.t.con=res.t.con,xhat=xhat,N.vars=N.vars,res.e=res.e)
- }
-if (effects=="pooled") {
- xhat <- x %*% as.matrix(beta)
- res.e <- y - xhat
- FE.out<-list(xhat=xhat,N.vars=k,res.e=res.e)
- }
- yhat <- xhat
- ywhat <- xt %*% beta
- r1 <- as.matrix(yt - mean(yt))
- r2 <- as.matrix(ywhat - mean(ywhat))
- r1r2 <- crossprod(r1,r2)
- r1r1 <- crossprod(r1)
- r2r2 <- crossprod(r2)
- res.corr <- as.numeric(r1r2^2) / (as.numeric(r1r1)*as.numeric(r2r2))
-FE.out <- list(FE.out, res.corr=res.corr)
- }
-
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