SEM_regressors_matrix: Matrix with regressors data for SEM representation

In bdsm: Bayesian Dynamic Systems Modeling

Matrix with regressors data for SEM representation

Description

Create matrix which contains regressors data used in the Simultaneous Equations Model (SEM) representation on the left hand side of the equations. The matrix contains regressors data for time periods greater than or equal to the second lowest time stamp. The matrix is then used to compute likelihood for SEM analysis.

Usage

SEM_regressors_matrix(df, timestamp_col, entity_col, dep_var_col)

Arguments

df	Data frame with data for the SEM analysis.
timestamp_col	Column which determines time periods. For now only natural numbers can be used as timestamps
entity_col	Column which determines entities (e.g. countries, people)
dep_var_col	Column with dependent variable

Value

Matrix of size N x (T-1)*k where N is the number of entities considered, T is the number of periods greater than or equal to the second lowest time stamp and k is the number of chosen regressors. If there are no regressors returns NULL.

Examples

set.seed(1)
df <- data.frame(
  entities = rep(1:4, 5),
  times = rep(seq(1960, 2000, 10), each = 4),
  dep_var = stats::rnorm(20), a = stats::rnorm(20), b = stats::rnorm(20)
)
SEM_regressors_matrix(df, times, entities, dep_var)

bdsm documentation built on April 4, 2025, 1:06 a.m.