dummy.coef.pdynmc: Extract Coefficient Estimates of Time Dummies of Fitted...

In pdynmc: Moment Condition Based Estimation of Linear Dynamic Panel Data Models

Extract Coefficient Estimates of Time Dummies of Fitted Model.

Description

dummy.coef.pdynmc extracts coefficient estimates of time dummies of an object of class 'pdynmc'.

Usage

## S3 method for class 'pdynmc'
dummy.coef(object, ...)

Arguments

object	An object of class 'pdynmc'.
...	further arguments.

Value

Extract coefficient estimates of time dummies from object of class 'pdynmc'.

Author(s)

Markus Fritsch

See Also

pdynmc for fitting a linear dynamic panel data model.

Examples

## Load data
data(ABdata, package = "pdynmc")
dat <- ABdata
dat[,c(4:7)] <- log(dat[,c(4:7)])
dat <- dat[c(1:140), ]

## Code example
m1 <- pdynmc(dat = dat, varname.i = "firm", varname.t = "year",
    use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE,
    include.y = TRUE, varname.y = "emp", lagTerms.y = 2,
    fur.con = TRUE, fur.con.diff = TRUE, fur.con.lev = FALSE,
    varname.reg.fur = c("wage", "capital", "output"), lagTerms.reg.fur = c(1,2,2),
    include.dum = TRUE, dum.diff = TRUE, dum.lev = FALSE, varname.dum = "year",
    w.mat = "iid.err", std.err = "corrected", estimation = "onestep",
    opt.meth = "none")
dummy.coef(m1)


## Load data
 data(ABdata, package = "pdynmc")
 dat <- ABdata
 dat[,c(4:7)] <- log(dat[,c(4:7)])

## Further code example
 m1 <- pdynmc(dat = dat, varname.i = "firm", varname.t = "year",
    use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE,
    include.y = TRUE, varname.y = "emp", lagTerms.y = 2,
    fur.con = TRUE, fur.con.diff = TRUE, fur.con.lev = FALSE,
    varname.reg.fur = c("wage", "capital", "output"), lagTerms.reg.fur = c(1,2,2),
    include.dum = TRUE, dum.diff = TRUE, dum.lev = FALSE, varname.dum = "year",
    w.mat = "iid.err", std.err = "corrected", estimation = "onestep",
    opt.meth = "none")
 dummy.coef(m1)

pdynmc documentation built on Sept. 12, 2024, 7:42 a.m.