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only comment, code layout
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tappek committed Dec 28, 2024
1 parent 97393a9 commit c515e3a
Showing 1 changed file with 5 additions and 6 deletions.
11 changes: 5 additions & 6 deletions R/est_gmm.R
Original file line number Diff line number Diff line change
Expand Up @@ -290,9 +290,9 @@ pgmm <- function(formula, data, subset, na.action,
# of any covariates + 1 because of first - differencing or the
# largest minimum lag for any gmm or normal instruments
# min or max to select the number of lost time series?
gmm.minlag <- min(unlist(gmm.lags, use.names = FALSE)) # was (==): min(sapply(gmm.lags, min))
inst.maxlag <- if (!is.null(inst.lags)) max(unlist(inst.lags, use.names = FALSE)) else 0 # was (==): max(sapply(inst.lags, max)) else 0
main.maxlag <- max(unlist(main.lags, use.names = FALSE)) # was (==): max(sapply(main.lags, max))
gmm.minlag <- min(unlist(gmm.lags, use.names = FALSE))
inst.maxlag <- if (!is.null(inst.lags)) max(unlist(inst.lags, use.names = FALSE)) else 0
main.maxlag <- max(unlist(main.lags, use.names = FALSE))
TL1 <- max(main.maxlag + 1, inst.maxlag + 1, gmm.minlag)
TL2 <- max(main.maxlag, inst.maxlag, gmm.minlag - 1)
# if TL2 = 0 (no lags), one observation is lost anyway because of
Expand Down Expand Up @@ -377,7 +377,7 @@ pgmm <- function(formula, data, subset, na.action,
xd <- diff(x)
xd[-seq_len(TL1 - 1), , drop = FALSE]
})
}
}

#################################################################
##### 7. In case of system gmm, create the matrix of
Expand Down Expand Up @@ -558,8 +558,7 @@ pgmm <- function(formula, data, subset, na.action,
names(coefficients) <- names.coef

# calc. residuals with coefs from 2nd step
residuals <- lapply(yX,
function(x){
residuals <- lapply(yX, function(x){
nz <- rownames(x)
z <- as.vector(x[ , 1L] - crossprod(t(x[ , -1L, drop = FALSE]), coefficients))
names(z) <- nz
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