inst/tests/arguments_for_StepByStepFunctionChecksOrthoPanels.R

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

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



#dat = dat
dat = ds[[1]]
varname.i = "i"
varname.t = "t"
use.mc.diff = TRUE
use.mc.lev = FALSE
use.mc.nonlin = TRUE
use.mc.nonlinAS			= NULL
inst.stata			= FALSE
include.y = TRUE
varname.y = "y"
lagTerms.y = 1
maxLags.y				= NULL

include.x				= FALSE
varname.reg.end			= NULL
lagTerms.reg.end		= NULL
maxLags.reg.end			= NULL
varname.reg.pre			= NULL
lagTerms.reg.pre		= NULL
maxLags.reg.pre			= NULL
varname.reg.ex			= NULL
lagTerms.reg.ex			= NULL
maxLags.reg.ex			= NULL

include.x.instr			= FALSE
varname.reg.instr		= NULL
include.x.toInstr		= FALSE
varname.reg.toInstr		= NULL

fur.con = TRUE
fur.con.diff = TRUE
fur.con.lev = FALSE
varname.reg.fur = "x1"
lagTerms.reg.fur = 0
include.dum = TRUE
dum.diff = TRUE
dum.lev = FALSE
varname.dum = "t"

col_tol				= 0.65
w.mat = "iid.err"
w.mat.stata			= FALSE
std.err = "corrected"
estimation = "onestep"
max.iter				= 100
iter.tol				= 0.01
inst.thresh			= NULL

opt.meth = "BFGS"
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)

custom.start.val		= FALSE
start.val				= NULL
start.val.lo			= -1
start.val.up			= 1
seed.input			= 42