Skip to content

Commit

Permalink
doc only: correct information about robustness for examples
Browse files Browse the repository at this point in the history
  • Loading branch information
tappek committed Jan 4, 2025
1 parent 7bc48bc commit 7e091c7
Show file tree
Hide file tree
Showing 2 changed files with 20 additions and 20 deletions.
20 changes: 10 additions & 10 deletions R/est_gmm.R
Original file line number Diff line number Diff line change
Expand Up @@ -112,13 +112,13 @@
#'
#' data("EmplUK", package = "plm")
#'
#'# Arellano/Bond 1991, Table 4, column (a1) [non-robust SEs]
#'# Arellano/Bond 1991, Table 4, column (a1) (has robust SEs)
#'ab.a1 <- pgmm(log(emp) ~ lag(log(emp), 1:2) + lag(log(wage), 0:1)
#' + lag(log(capital), 0:2) + lag(log(output), 0:2) | lag(log(emp), 2:99),
#' data = EmplUK, effect = "twoways", model = "onestep")
#'summary(ab.a1, robust = FALSE)
#'summary(ab.a1, robust = TRUE)
#'
#'# Arellano/Bond 1991, Table 4, column (a2) [non-robust SEs]
#'# Arellano/Bond 1991, Table 4, column (a2) (has non-robust SEs)
#'ab.a2 <- pgmm(log(emp) ~ lag(log(emp), 1:2) + lag(log(wage), 0:1)
#' + lag(log(capital), 0:2) + lag(log(output), 0:2) | lag(log(emp), 2:99),
#' data = EmplUK, effect = "twoways", model = "twosteps")
Expand All @@ -132,28 +132,28 @@
#'summary(ab.b, robust = TRUE) # Windmeijer
#'
#' ## Blundell and Bond (1998) table 4 (cf. DPD for OX p. 12 col. 4)
#' z2 <- pgmm(log(emp) ~ lag(log(emp), 1)+ lag(log(wage), 0:1) +
#' bb.4 <- pgmm(log(emp) ~ lag(log(emp), 1)+ lag(log(wage), 0:1) +
#' lag(log(capital), 0:1) | lag(log(emp), 2:99) +
#' lag(log(wage), 2:99) + lag(log(capital), 2:99),
#' data = EmplUK, effect = "twoways", model = "onestep",
#' transformation = "ld")
#' summary(z2, robust = TRUE)
#' summary(bb.4, robust = TRUE)
#'
#' \dontrun{
#' ## Same with the old formula or dynformula interface
#' ## Arellano and Bond (1991), table 4, col. b
#' z1 <- pgmm(log(emp) ~ log(wage) + log(capital) + log(output),
#' ab.b <- pgmm(log(emp) ~ log(wage) + log(capital) + log(output),
#' lag.form = list(2,1,0,1), data = EmplUK,
#' effect = "twoways", model = "twosteps",
#' gmm.inst = ~log(emp), lag.gmm = list(c(2,99)))
#' summary(z1, robust = FALSE)
#' summary(ab.b, robust = FALSE)
#'
#' ## Blundell and Bond (1998) table 4 (cf DPD for OX p. 12 col. 4)
#' z2 <- pgmm(dynformula(log(emp) ~ log(wage) + log(capital), list(1,1,1)),
#' ## Blundell and Bond (1998) table 4 (cf. DPD for OX p. 12 col. 4)
#' bb.4 <- pgmm(dynformula(log(emp) ~ log(wage) + log(capital), list(1,1,1)),
#' data = EmplUK, effect = "twoways", model = "onestep",
#' gmm.inst = ~log(emp) + log(wage) + log(capital),
#' lag.gmm = c(2,99), transformation = "ld")
#' summary(z2, robust = TRUE)
#' summary(bb.4, robust = TRUE)
#' }
#'
pgmm <- function(formula, data, subset, na.action,
Expand Down
20 changes: 10 additions & 10 deletions man/pgmm.Rd

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

0 comments on commit 7e091c7

Please sign in to comment.