[Splm-commits] r131 - pkg/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Sep 7 19:42:07 CEST 2011
Author: gpiras
Date: 2011-09-07 19:42:07 +0200 (Wed, 07 Sep 2011)
New Revision: 131
Modified:
pkg/R/ivsplm.R
pkg/R/spfeml.R
pkg/R/spgm.R
pkg/R/summary.splm.R
Log:
printing and other stuffs for fixed effects models
Modified: pkg/R/ivsplm.R
===================================================================
--- pkg/R/ivsplm.R 2011-09-01 18:56:19 UTC (rev 130)
+++ pkg/R/ivsplm.R 2011-09-07 17:42:07 UTC (rev 131)
@@ -1,6 +1,8 @@
-ivsplm<-function(formula,data=list(), index=NULL, endog = NULL, instruments= NULL, method = c("w2sls", "b2sls", "g2sls", "ec2sls"), lag = FALSE, listw){
-
+ivsplm<-function(formula,data=list(), index=NULL, endog = NULL, instruments= NULL, method = c("w2sls", "b2sls", "g2sls", "ec2sls"), lag = FALSE, listw, effects = NULL){
+
+if(length(method) !=1 && effects == "fixed") method <- "w2sls"
+if(length(method) !=1 && effects == "random") method <- "ec2sls"
if(!is.null(index)) {
require(plm)
Modified: pkg/R/spfeml.R
===================================================================
--- pkg/R/spfeml.R 2011-09-01 18:56:19 UTC (rev 130)
+++ pkg/R/spfeml.R 2011-09-07 17:42:07 UTC (rev 131)
@@ -72,7 +72,7 @@
#make sure that the model has no intercept if effects !=pooled
if (effects !="pooled" && colnames(x)[1]=="(Intercept)") {
x<-x[,-1]
- cat('\n Warning: x may not contain an intercept if fixed effects are specified \n')
+ #cat('\n Warning: x may not contain an intercept if fixed effects are specified \n')
}
if(is.vector(x)){
Modified: pkg/R/spgm.R
===================================================================
--- pkg/R/spgm.R 2011-09-01 18:56:19 UTC (rev 130)
+++ pkg/R/spgm.R 2011-09-07 17:42:07 UTC (rev 131)
@@ -6,28 +6,37 @@
## translation for uniformity
effects <- switch(match.arg(model), within="fixed", random="random")
-#source('utilities_GM.R')
-#source('listw2dgCMatrix.R')
-#source('summary.splm.R')
-#source('print.splm.R')
-#source('print.summary.splm.R')
+# source('tss.R')
+# source('sumres.R')
+# source('utilities_GM.R')
+# source('listw2dgCMatrix.R')
+# source('summary.splm.R')
+# source('print.splm.R')
+# source('print.summary.splm.R')
#
#
#
-# source("ivsplm.R")
-# source("ivplm.w2sls.R")
-# source("ivplm.b2sls.R")
-# source("ivplm.g2sls.R")
-# source("ivplm.ec2sls.R")
+ # source("ivsplm.R")
+ # source("ivplm.w2sls.R")
+ # source("ivplm.b2sls.R")
+ # source("ivplm.g2sls.R")
+ # source("ivplm.ec2sls.R")
# source("sperrorgm2.R")
## source("spsarargm3.R") ##working with the Mutl and Pfaff. procedure
# source("spsarargm4.R") #works fine with a modified procedure
#source("spsarargm5.R")
+
+if(model == "within" && attr(terms(formula), "intercept") == 0 ) formula <- as.formula(paste(attr(terms(formula),"variables")[1+attr(terms(formula),"response")], paste(attr(terms(formula),"term.labels"), collapse="+"), sep="~"))
+
+
+
+
+
cl<-match.call()
if(!spatial.error){
- results<-ivsplm(formula = formula, data=data, index = index, endog = endog, instruments = instruments, method = method, lag = lag, listw = listw)
+ results<-ivsplm(formula = formula, effects = effects, data=data, index = index, endog = endog, instruments = instruments, method = method, lag = lag, listw = listw)
}
@@ -325,6 +334,8 @@
names(betaGLS)<-colnames(xf)
errcomp<-rbind(finrho,finsigmaV)
nam.errcomp <- c("rho","sigma^2_v")
+ rownames(errcomp) <- nam.errcomp
+ colnames(errcomp)<-"Estimate"
model.data <- data.frame(cbind(y,x[,-1]))
type <- "fixed effects GM"
@@ -830,7 +841,7 @@
errcomp<-rbind(finrho,finsigmaV)
nam.errcomp <- c("rho","sigma^2_v")
rownames(errcomp) <- nam.errcomp
- colnames(errcomp)<-"Estimated error component"
+ colnames(errcomp)<-"Estimate"
model.data <- data.frame(cbind(y,x))
type <- "fixed effects GM"
@@ -1020,7 +1031,7 @@
errcomp<-rbind(finrho,finsigmaV,finsigma1,theta)
nam.errcomp <- c("rho","sigma^2_v",'sigma^2_1',"theta")
rownames(errcomp) <- nam.errcomp
- colnames(errcomp)<-"Estimated error component"
+ colnames(errcomp)<-"Estimate"
model.data <- data.frame(cbind(y,x))
type <- "random effects GM"
Modified: pkg/R/summary.splm.R
===================================================================
--- pkg/R/summary.splm.R 2011-09-01 18:56:19 UTC (rev 130)
+++ pkg/R/summary.splm.R 2011-09-07 17:42:07 UTC (rev 131)
@@ -35,6 +35,11 @@
lambda <- object$rho
object$lambda <- lambda
}
+
+ if (object$type == "fixed effects GM" ) {
+ lambda <- object$rho
+ object$lambda <- lambda
+ }
## make AR coefficient of y's table
if(!is.null(object$vcov.arcoef)) {
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