test_that("check estimation based on linear moment conditions from equations in differences for AB data", {
skip_on_cran()
library(pder)
data("DemocracyIncome25", package = "pder")
dat <- DemocracyIncome25
M10 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 1
,opt.meth = "none"
)
M11 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 1
,include.dum = TRUE, dum.lev = TRUE, dum.diff = FALSE, varname.dum = "year"
,opt.meth = "none"
)
M12 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 1
,include.dum = TRUE, dum.lev = TRUE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M13 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 1
,include.dum = TRUE, dum.lev = FALSE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M14 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,include.dum = TRUE, dum.lev = FALSE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M15 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = TRUE, dum.diff = FALSE, varname.dum = "year"
,opt.meth = "none"
)
M16 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = FALSE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M17 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = TRUE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M20 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 1
,opt.meth = "BFGS"
,optCtrl = list(kkt = FALSE, kkttol = .Machine$double.eps^(1/3), kkt2tol =
.Machine$double.eps^(1/3), starttests = TRUE, dowarn = TRUE, badval = (0.25) *
.Machine$double.xmax, usenumDeriv = FALSE, reltol = 1e-12, maxit = 200, trace = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M21 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 1
,include.dum = TRUE, dum.lev = FALSE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "BFGS", max.iter = 4
,optCtrl = list(kkt = FALSE, kkttol = .Machine$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 = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M22 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 1
,include.dum = TRUE, dum.lev = TRUE, dum.diff = FALSE, varname.dum = "year"
,opt.meth = "BFGS", max.iter = 4
,optCtrl = list(kkt = FALSE, kkttol = .Machine$double.eps^(1/3), kkt2tol =
.Machine$double.eps^(1/3), starttests = TRUE, dowarn = TRUE, badval = (0.25) *
.Machine$double.xmax, usenumDeriv = FALSE, reltol = 1e-12, maxit = 200, trace = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M23 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 1
,include.dum = TRUE, dum.lev = TRUE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "BFGS", max.iter = 4
,optCtrl = list(kkt = FALSE, kkttol = .Machine$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 = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M24 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,include.dum = TRUE, dum.lev = FALSE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M25 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,include.dum = TRUE, dum.lev = TRUE, dum.diff = FALSE, varname.dum = "year"
,opt.meth = "none"
)
M26 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,include.dum = TRUE, dum.lev = TRUE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M27 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = FALSE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M28 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = TRUE, dum.diff = FALSE, varname.dum = "year"
,opt.meth = "none"
)
M29 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = TRUE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M30 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 1
,opt.meth = "none"
)
M31 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,opt.meth = "none"
)
M32 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,opt.meth = "BFGS", max.iter = 4
,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 = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M33 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,opt.meth = "none", estimation = "iterative", max.iter = 50
)
M34 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,include.dum = TRUE, dum.lev = FALSE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M35 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,include.dum = TRUE, dum.lev = TRUE, dum.diff = FALSE, varname.dum = "year"
,opt.meth = "none"
)
M36 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,include.dum = TRUE, dum.lev = TRUE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M37 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = FALSE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M38 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = TRUE, dum.diff = FALSE, varname.dum = "year"
,opt.meth = "none"
)
M39 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = TRUE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "none"
)
M40 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = TRUE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 1
,opt.meth = "BFGS"
,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 = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M41 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = TRUE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,opt.meth = "BFGS"
,optCtrl = list(kkt = FALSE, kkttol = .Machine$double.eps^(1/3), kkt2tol =
.Machine$double.eps^(1/3), starttests = TRUE, dowarn = TRUE, badval = (0.25) *
.Machine$double.xmax, usenumDeriv = FALSE, reltol = 1e-12, maxit = 200, trace = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M42 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,opt.meth = "BFGS", max.iter = 4
,optCtrl = list(kkt = FALSE, kkttol = .Machine$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 = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M44 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,include.dum = TRUE, dum.lev = FALSE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "BFGS", max.iter = 4
,optCtrl = list(kkt = FALSE, kkttol = .Machine$double.eps^(1/3), kkt2tol =
.Machine$double.eps^(1/3), starttests = TRUE, dowarn = TRUE, badval = (0.25) *
.Machine$double.xmax, usenumDeriv = FALSE, reltol = 1e-12, maxit = 200, trace = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M45 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,include.dum = TRUE, dum.lev = TRUE, dum.diff = FALSE, varname.dum = "year"
,opt.meth = "BFGS", max.iter = 4
,optCtrl = list(kkt = FALSE, kkttol = .Machine$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 = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M46 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 2
,include.dum = TRUE, dum.lev = TRUE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "BFGS", max.iter = 4
,optCtrl = list(kkt = FALSE, kkttol = .Machine$double.eps^(1/3), kkt2tol =
.Machine$double.eps^(1/3), starttests = TRUE, dowarn = TRUE, badval = (0.25) *
.Machine$double.xmax, usenumDeriv = FALSE, reltol = 1e-12, maxit = 200, trace = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M47 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = FALSE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "BFGS", max.iter = 4
,optCtrl = list(kkt = FALSE, kkttol = .Machine$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 = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M48 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = TRUE, dum.diff = FALSE, varname.dum = "year"
,opt.meth = "BFGS", max.iter = 4
,optCtrl = list(kkt = FALSE, kkttol = .Machine$double.eps^(1/3), kkt2tol =
.Machine$double.eps^(1/3), starttests = TRUE, dowarn = TRUE, badval = (0.25) *
.Machine$double.xmax, usenumDeriv = FALSE, reltol = 1e-12, maxit = 200, trace = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
M49 <- pdynmc(dat = dat, varname.i = "country", varname.t = "year"
,use.mc.diff = TRUE, use.mc.lev = TRUE, use.mc.nonlin = FALSE
,varname.y = "democracy", include.y = TRUE, lagTerms.y = 3
,include.dum = TRUE, dum.lev = TRUE, dum.diff = TRUE, varname.dum = "year"
,opt.meth = "BFGS", max.iter = 4
,optCtrl = list(kkt = FALSE, kkttol = .Machine$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 = FALSE,
follow.on = FALSE, save.failures = TRUE, maximize = FALSE, factr = 1e+07, pgtol = 0,
all.methods = FALSE)
)
n.models <- length(ls()[grepl(ls(), pattern = "M")]) # 37 configurations are estimated
expect_equal(n.models, 37)
})
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