add some TODOs about FD models with special data (only one obs in a g…

…roup)
ycroissant · Jul 6, 2024 · a6e4f8f · a6e4f8f
1 parent 6be1d03
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diff --git a/inst/tests/test_FD_models.R b/inst/tests/test_FD_models.R
@@ -37,9 +37,10 @@ vcovHC(fd_plm2)
 # vcovHC(fd_pggls)
 # vcovHC(fd_pggls2)
 
-# vcovXX on FD models
+### vcovXX on FD models
 data("Grunfeld", package = "plm")
 pGrun <- pdata.frame(Grunfeld)
+# one group with only one observation > gets first-differenced away
 pGrun1 <- pGrun[-c(61:200), ]
 pGrun1 <- pGrun1[-c(2:20), ]
 pdim(pGrun1)
@@ -49,10 +50,22 @@ vcovHC(mod)
 vcovBK(mod)
 diff(pGrun1$inv)
 
+## TODO: pggls errors
+# mod.pggls <- pggls(inv ~ value + capital, data = pGrun1, model="fd")
+
+# one time period with only one observation
 pGrun2 <- pGrun[-c(21, 41, 61, 81, 101, 121, 141, 161, 181), ]
+pdim(pGrun2)
+pdim(pGrun2)$Tint
 mod2 <- plm(inv ~ value + capital, data = pGrun2, model="fd")
 vcovHC(mod2)
+
+## TODO vcovBK errors
 # vcovBK(mod2) # errors with Error in demX[groupinds, , drop = FALSE] : subscript out of bounds
+
+mod2.pggls <- pggls(inv ~ value + capital, data = pGrun2, model="fd")
+
+
 
 # data with one time period per group -> first-differenced away -> empty model
 #pGrun3 <- pGrun[c(1, 21, 41, 61, 81, 101, 121, 141, 161, 181), ]

diff --git a/inst/tests/test_FD_models.Rout.save b/inst/tests/test_FD_models.Rout.save
@@ -279,9 +279,10 @@ attr(,"cluster")
 > # vcovHC(fd_pggls)
 > # vcovHC(fd_pggls2)
 > 
-> # vcovXX on FD models
+> ### vcovXX on FD models
 > data("Grunfeld", package = "plm")
 > pGrun <- pdata.frame(Grunfeld)
+> # one group with only one observation > gets first-differenced away
 > pGrun1 <- pGrun[-c(61:200), ]
 > pGrun1 <- pGrun1[-c(2:20), ]
 > pdim(pGrun1)
@@ -322,7 +323,24 @@ attr(,"cluster")
 3-1947 3-1948 3-1949 3-1950 3-1951 3-1952 3-1953 3-1954 
  -12.7   -0.9  -48.0   -4.8   41.7   22.1   22.2   10.1 
 > 
+> ## TODO: pggls errors
+> # mod.pggls <- pggls(inv ~ value + capital, data = pGrun1, model="fd")
+> 
+> # one time period with only one observation
 > pGrun2 <- pGrun[-c(21, 41, 61, 81, 101, 121, 141, 161, 181), ]
+> pdim(pGrun2)
+Unbalanced Panel: n = 10, T = 19-20, N = 191
+> pdim(pGrun2)$Tint
+$Ti
+ 1  2  3  4  5  6  7  8  9 10 
+20 19 19 19 19 19 19 19 19 19 
+
+$nt
+1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 
+   1   10   10   10   10   10   10   10   10   10   10   10   10   10   10   10 
+1951 1952 1953 1954 
+  10   10   10   10 
+
 > mod2 <- plm(inv ~ value + capital, data = pGrun2, model="fd")
 > vcovHC(mod2)
             (Intercept)         value      capital
@@ -331,12 +349,18 @@ value        0.02724565  0.0001316189 -0.001260823
 capital     -0.37044031 -0.0012608229  0.020684253
 attr(,"cluster")
 [1] "group"
+> 
+> ## TODO vcovBK errors
 > # vcovBK(mod2) # errors with Error in demX[groupinds, , drop = FALSE] : subscript out of bounds
+>  
+> mod2.pggls <- pggls(inv ~ value + capital, data = pGrun2, model="fd")
+> 
+> 
 > 
 > # data with one time period per group -> first-differenced away -> empty model
 > #pGrun3 <- pGrun[c(1, 21, 41, 61, 81, 101, 121, 141, 161, 181), ]
 > #mod3 <- plm(inv ~ value + capital, data = pGrun3, model="fd")
 > 
 > proc.time()
    user  system elapsed 
-   1.53    0.32    1.81 
+   1.59    0.20    1.78