exogenous_matrix: Matrix with exogenous variables for SEM representation

In bdsm: Bayesian Dynamic Systems Modeling

Matrix with exogenous variables for SEM representation

Description

Create matrix which contains exogenous variables used in the Simultaneous Equations Model (SEM) representation. Currently these are: dependent variable from the lowest time stamp and regressors from the second lowest time stamp. The matrix is then used to compute likelihood for SEM analysis.

Usage

exogenous_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 k+1 where N is the number of entities considered and k is the number of chosen regressors

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)
)
exogenous_matrix(df, times, entities, dep_var)

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