[Splm-commits] r59 - pkg/R

[noreply at r-forge.r-project.org]

Author: gpiras
Date: 2009-10-28 23:06:27 +0100 (Wed, 28 Oct 2009)
New Revision: 59

Removed:
   pkg/R/pbsjkJtest.R
Log:
remove pbsjkJtestn

Deleted: pkg/R/pbsjkJtest.R
===================================================================
--- pkg/R/pbsjkJtest.R	2009-10-26 20:38:08 UTC (rev 58)
+++ pkg/R/pbsjkJtest.R	2009-10-28 22:06:27 UTC (rev 59)
@@ -1,80 +0,0 @@
-`pbsjkJtest` <-
-function(formula, data, w, index=NULL, ...) {
-
-  ## performs Baltagi, Song, Jung and Koh J(oint) test
-  ## for RE, serial correlation and spatial corr.
-  ## Giovanni Millo, Trieste, this version: 19/03/2009
-
-  ## for our purpose data has to be (re)ordered
-  ## by time, then group (but this is cared for just below)
-
-  ## reorder data if needed
-  print("cazzo")
-  if(!is.null(index)) {
-    require(plm)
-    data <- plm.data(data, index)
-    }
-
-  gindex <- data[,1]
-  tindex <- data[,2]
-
-  ## for our purpose data has to be (re)ordered
-  ## by time, then group
-  data <- data[order(tindex, gindex),]
-
-  ## def. 'trace' function
-  tr<-function(x) sum(diag(x))
-
-  ## def. 'matrix square' function
-  msq<-function(x) x%*%x
-
-  ## make W matrix from listw object, if needed
-  if("listw" %in% class(w)) if(require(spdep)) w<-listw2mat(w)
-
-  ## retrieve restricted model's (OLS) residuals (ordered!)
-  X<-model.matrix(formula, data)
-  y<-model.response(model.frame(formula,data))
-  beta0<-lm(y~X-1)$coef
-  u.hat<-y-X%*%beta0
-
-  ## calc. data numerosities (do it better)
-  nt.<- length(y)
-  n.<- dim(w)[[1]]
-  t.<-nt./n.
-
-  ## henceforth notation as in Baltagi, Song, Jung, Koh (JE 2007)
-  Jt<-matrix(1,ncol=t.,nrow=t.)
-  In<-diag(1,n.)
-  It<-diag(1,t.)
-  G<-matrix(0,ncol=t.,nrow=t.)
-  for(i in 2:t.) {
-    G[i-1,i]<-1
-    G[i,i-1]<-1
-    }
-
-  ## NB do all this without Kronecker prods.!
-  A <- (crossprod(u.hat, kronecker(Jt, In)) %*% u.hat)/crossprod(u.hat)-1
-  F <- 1/2 * (crossprod(u.hat, kronecker(G, In)) %*% u.hat)/crossprod(u.hat)
-  H <- 1/2 * (crossprod(u.hat, kronecker(It, (t(w)+w))) %*% u.hat)/crossprod(u.hat)
-  b <- tr(msq(w+t(w)))/2
-
-  LMj <- n.*t.^2 / (2*(t.-1)*(t.-2)) * (A^2 - 4*A*F + 2*t.*F^2) + (n.^2*t.)/b*H^2
-
-  df.<-3
-  pval <- pchisq(LMj,df=df.,lower.tail=FALSE)
-
-  names(LMj)="LM"
-  names(df.)<-"df"
-
-  ##(insert usual htest features)
-  dname <- deparse(formula)
-  RVAL <- list(statistic = LMj, parameter = df.,
-               method = "Baltagi, Song, Jung and Koh joint test (J)",
-               alternative = "random effects or serial corr. or spatial dependence in error terms",
-               p.value = pval,
-               data.name =   dname)
-  class(RVAL) <- "htest"
-  return(RVAL)
-
-}
-