[Splm-commits] r171 - pkg/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jul 24 22:37:20 CEST 2013
Author: gpiras
Date: 2013-07-24 22:37:19 +0200 (Wed, 24 Jul 2013)
New Revision: 171
Modified:
pkg/R/ivsplm.R
pkg/R/likelihoodsFE.R
pkg/R/spgm.R
Log:
endog
Modified: pkg/R/ivsplm.R
===================================================================
--- pkg/R/ivsplm.R 2013-06-29 15:34:56 UTC (rev 170)
+++ pkg/R/ivsplm.R 2013-07-24 20:37:19 UTC (rev 171)
@@ -87,7 +87,7 @@
if (!inherits(listw, c("listw", "matrix")))
stop("listw should be either a matrix of an object of class listw")
-if(is.null(endog) && lag == FALSE) stop("No engogenous variables specified")
+if(is.null(endog) && lag == FALSE) stop("No endogenous variables specified")
if(is.character(endog)){
xend<- match(endog,colnames(data))
@@ -137,6 +137,7 @@
result$listw_style <- FALSE
result$call <- match.call()
+
class(result) <- "stsls"
result
}
Modified: pkg/R/likelihoodsFE.R
===================================================================
--- pkg/R/likelihoodsFE.R 2013-06-29 15:34:56 UTC (rev 170)
+++ pkg/R/likelihoodsFE.R 2013-07-24 20:37:19 UTC (rev 171)
@@ -494,12 +494,13 @@
s2 <- SSE/NT
betas <- coefficients(lm.target)
names(betas) <- colnames(xt)
- # coefs <- c(lambda, rho, betas)
- coefs <- c(lambda, rho, betas)
+ # coefs <- c(rho, lambda, betas)
+ coefs <- c(lambda, rho, betas)
###Add the vc matrix exact
if(Hess){
fd <- fdHess(coefs, f_sacpanel_hess, env, LeeYu = LeeYu)
+ #
mat <- fd$Hessian
fdHess<- solve(-(mat), tol.solve = tol.solve)
rownames(fdHess) <- colnames(fdHess) <- c("lambda", "rho",colnames(xt))
@@ -645,8 +646,10 @@
ldet1 <- do_ldet(lambda, env, which = 1)
ldet2 <- do_ldet(rho, env, which = 2)
-ret <- (T * ldet1 + T * ldet2 - (((n*T)/2) * (log(2 * pi)+1)) - (n*T/2) * log(s2))
+#ret <- (T * ldet1 + T * ldet2 - (((n*T)/2) * (log(2 * pi))) - (n*T/2) * log(s2))
# - (1/(2 * (s2))) * SSE)
+ret <- (T * ldet1 + T * ldet2 - ((n*T/2) * log(2 * pi)) - (n*T/2) * log(s2) -
+ (1/(2 * s2)) * SSE)
if (get("verbose", envir = env)) cat("rho:", rho, "lambda:", lambda, " function:", ret,
@@ -655,7 +658,7 @@
ret
}
-sar_sac_hess_sse_panel <- function (lambda, rho, beta, env)
+sar_sac_hess_sse_panel <- function (lambda, rho, beta, env)
{
yl <- get("yt", envir = env) - lambda * get("wyt", envir = env) -
rho * get("w2yt", envir = env) + rho * lambda * get("w2wyt",
Modified: pkg/R/spgm.R
===================================================================
--- pkg/R/spgm.R 2013-06-29 15:34:56 UTC (rev 170)
+++ pkg/R/spgm.R 2013-07-24 20:37:19 UTC (rev 171)
@@ -54,6 +54,7 @@
results$call <- cl
results$ef.sph<- effects
results$legacy <- c(lag, spatial.error)
+results$endog <- endog
results
}
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