[Splm-commits] r46 - pkg
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Oct 13 16:11:12 CEST 2009
Author: gpiras
Date: 2009-10-13 16:11:11 +0200 (Tue, 13 Oct 2009)
New Revision: 46
Removed:
pkg/modtslssp.R
Log:
eliminate all functions erroneously uploaded
Deleted: pkg/modtslssp.R
===================================================================
--- pkg/modtslssp.R 2009-10-13 14:10:28 UTC (rev 45)
+++ pkg/modtslssp.R 2009-10-13 14:11:11 UTC (rev 46)
@@ -1,29 +0,0 @@
-`modtslssp` <-
-function(y,yend,X,Zinst) {
- Q <- Zinst
- Z <- cbind(yend,X)
- df <- nrow(Z) - ncol(Z)
- QQ <- crossprod(Q,Q)
- Qye <- crossprod(Q,yend)
- bz <- solve(QQ,Qye)
- yendp <- Q %*% bz
- Zp <- cbind(yendp,X)
- ZpZp <- crossprod(Zp,Zp)
- ZpZpi <- solve(ZpZp)
- Zpy <- crossprod(Zp,y)
- biv <- crossprod(ZpZpi,Zpy)
- #rownames(biv)<-c(colnames(yend), colnames(X))
- yp <- Z %*% biv
- e <- y - yp
- s2 <- crossprod(e,e) / df
- varb <- ZpZpi * s2[1,1]
- sebiv <- sqrt(diag(varb))
- tbiv <- biv / sebiv
- pbiv <- pnorm(abs(tbiv),lower.tail=FALSE) * 2
- result <- list(coefficients=biv,se=sebiv,t=tbiv,
- p=pbiv,var=varb,s2=s2,
- residuals=e,yhat=yp)
-
- result
-}
-
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