From c515e3a4bb005bb42f7eb26b2f23845ba7a00222 Mon Sep 17 00:00:00 2001 From: tappek <77916431+tappek@users.noreply.github.com> Date: Sat, 28 Dec 2024 11:55:07 +0100 Subject: [PATCH] only comment, code layout --- R/est_gmm.R | 11 +++++------ 1 file changed, 5 insertions(+), 6 deletions(-) diff --git a/R/est_gmm.R b/R/est_gmm.R index da809164..44aa32b2 100755 --- a/R/est_gmm.R +++ b/R/est_gmm.R @@ -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 @@ -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 @@ -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