Nothing
rm(list = ls())
# install.packages("Matrix")
library(Matrix)
# install.packages("optimx")
library(optimx)
# setwd(dir = "E:/Work/20_Projekte/50_Linear-Dynamic-Panel-Models/50_Drafts/20_Paper/50_Revisiting-habits-and-heterogeneity-in-demands")
setwd(dir = "D:/Work/20_Projekte/50_Linear-Dynamic-Panel-Models/50_Drafts/20_Paper/50_Revisiting-habits-and-heterogeneity-in-demands")
# data preparation Browning Collado (2007, JAE)
#install.packages("data.table")
library(data.table)
#install.packages("foreign")
library(foreign)
### Load data
# filename <- "bc2.dta"
filename <- "bc2small.dta"
dat <- read.dta(file = filename, convert.dates = TRUE, convert.factors = TRUE,
missing.type = FALSE,
convert.underscore = FALSE, warn.missing.labels = TRUE)
dat$yearquarter <- as.character(dat$yearquarter)
dat$yearquarterA <- as.character(dat$yearquarterA)
dat <- dat
varname.i <- "i"
varname.t <- "t"
use.mc.diff <- TRUE
use.mc.lev <- FALSE
use.mc.nonlin <- FALSE
use.mc.nonlinAS <- NULL
inst.stata = FALSE
include.y <- FALSE
varname.y <- "foodin1"
lagTerms.y <- 1
maxLags.y <- NULL
include.x <- TRUE
varname.reg.end <- "lrxtot"
lagTerms.reg.end <- 0
maxLags.reg.end <- 5
varname.reg.pre <- NULL
lagTerms.reg.pre <- NULL
maxLags.reg.pre <- NULL
varname.reg.ex <- "lrhearn"
lagTerms.reg.ex <- 0
maxLags.reg.ex <- 6
inst.reg.ex.expand <- FALSE
include.x.instr <- TRUE
varname.reg.instr <- "lrhearn"
include.x.toInstr <- FALSE
varname.reg.toInstr <- NULL
fur.con = TRUE
fur.con.diff = TRUE
fur.con.lev = FALSE
varname.reg.fur = c("nch")
lagTerms.reg.fur = c(0)
include.dum = FALSE
dum.diff = FALSE
dum.lev = FALSE
varname.dum <- NULL
# ,custom.dum = NULL
# ,partOut = FALSE
# ,estimate.int = FALSE
col_tol = 0.65
w.mat = "iid.err"
w.mat.stata = FALSE
std.err = "corrected"
estimation = "twostep"
max.iter = 100
iter.tol = 0.01
inst.thresh = NULL
opt.meth = "none"
hessian = FALSE
optCtrl = list(kkt = FALSE, kkttol = .Machine$double.eps^(1/3), kkt2tol = .Machine$double.eps^(1/3),
starttests = TRUE, dowarn = TRUE, badval = (0.25)*.Machine$double.xmax, usenumDeriv = FALSE,
reltol = 1e-12, maxit = 200, trace = TRUE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e7, pgtol = 0, all.methods = FALSE)
# ,nmulti = 1
custom.start.val = FALSE
start.val = NULL
start.val.lo = -1
start.val.up = 1
seed.input = 42
#dat.part <- dat[1:72,]
#dat.full <- dat
# dat <- dat.part
# dat <- dat.full
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