Nothing
`arg` <-
function (rhopar, v, verbose = verbose)
{
#print(v$bigG)
vv <- v$bigG %*% c(rhopar[1], rhopar[1]^2, rhopar[2]) - v$smallg
value <- sum(vv^2)
if (verbose)
cat("function:", value, "rho:", rhopar[1], "sig2:",
rhopar[2], "\n")
value
}
`arg1` <-
function (rhopar, v, ss,SS,t, verbose = verbose)
{
Ga<-cbind( (1/(t-1))*ss^2,0)
Gb<-cbind( 0, SS^2)
Gc<-rbind(Ga,Gb)
Gamma<-kronecker(Gc,diag(3))
Gammainv<-solve(Gamma)
vv <- v$GG %*% c(rhopar[1], rhopar[1]^2, rhopar[2], rhopar[3]) - v$gg
value <- t(vv)%*% Gammainv %*% vv
if (verbose)
cat("function:", value, "rho:", rhopar[1], "sig2:",
rhopar[2], "\n")
value
}
`arg2` <-
function (rhopar, v, ss,SS,t,TW, verbose = verbose)
{
Ga<-cbind( (1/(t-1))*ss^2,0)
Gb<-cbind( 0, SS^2)
Gc<-rbind(Ga,Gb)
Gamma<-kronecker(Gc,TW)
Gammainv<-solve(Gamma)
vv <- v$GG %*% c(rhopar[1], rhopar[1]^2, rhopar[2], rhopar[3]) - v$gg
value <- t(vv)%*% Gammainv %*% vv
if (verbose)
cat("function:", value, "rho:", rhopar[1], "sig2:",
rhopar[2], "\n")
value
}
`fs` <-
function(listw,u,N,t){
# ind<-seq(1,T)
# inde<-rep(ind,each=N)
NT<-N*t
ub <- as.matrix(listw %*% u)
ubb <- as.matrix(listw %*% ub)
# # ub<-lag.listwpanel(listw, u, inde)
# ubb<-lag.listwpanel(listw, ub, inde)
inde1<-rep(seq(1,N),t)
umt<-tapply(u, inde1, mean)
ubmt<-tapply(ub, inde1, mean) ####mean over time
ubbmt<-tapply(ubb, inde1, mean)
umNT<-rep(umt,t)
ubmNT<-rep(ubmt,t)
ubbmNT<-rep(ubbmt,t)
Q0ub<-ub-ubmNT
Q0ubb<-ubb-ubbmNT
Q0u<-u-umNT
uQ0ub<-crossprod(u,Q0ub)
ubQ0ubb<-crossprod(ub,Q0ubb)
ubbQ0ubb<-crossprod(ubb,Q0ubb)
ubQ0ub<-crossprod(ub,Q0ub)
uQ0u<-crossprod(u,Q0u)
ubbQ0ub<-crossprod(ubb,Q0ub)
uQ0ubb<-crossprod(u,Q0ubb)
# trwpw<-sum(unlist(listw$weights)^2)
trwpw <- sum(as.vector(listw)^2)/t
G1c<-(1/(N*(t-1)))*rbind(2*uQ0ub, 2*ubbQ0ub,(uQ0ubb+ubQ0ub) )
G2c<- (-1/(N*(t-1)))* rbind(ubQ0ub,ubbQ0ubb,ubQ0ubb)
G3c<- rbind(1,trwpw/N, 0)
G<-cbind(G1c,G2c,G3c)
g<-(1/(N*(t-1)))*rbind(uQ0u,ubQ0ub,uQ0ub)
# print(G)
# print(g)
output<-list(bigG=G, smallg=g, Q1u=umNT,Q1ub=ubmNT,Q1ubb=ubbmNT, ub=ub,ubb=ubb,TR=trwpw)
}
`fswithin` <-
function(listw, u, N, t){
# ind<-seq(1,T)
# inde<-rep(ind,each=N)
NT<-N*t
# ub<-lag.listwpanel(listw, u, inde)
# ubb<-lag.listwpanel(listw, ub, inde)
ub <- as.matrix(listw %*% u)
ubb <- as.matrix(listw %*% ub)
# print(ub)
uu<-crossprod(u)
uub<-crossprod(u, ub)
uubb<-crossprod(u, ubb)
ububb<-crossprod(ub, ubb)
ubbubb<-crossprod(ubb)
ubub<-crossprod(ub)
ubbu<-crossprod(ubb, u)
ubu<-crossprod(ub, u)
ubbub<-crossprod(ubb, ub)
# trwpw<-sum(unlist(listw$weights)^2)
trwpw <- sum(as.vector(listw)^2)/t
# print(trwpw)
G1c<-(1/(N*(t-1)))*rbind(2*uub, 2*ubbub,(uubb+ ubub))
G2c<- (-1/(N*(t-1)))* rbind(ubub,ubbubb, ububb)
G3c<- rbind(1,trwpw/N, 0)
G<-cbind(G1c,G2c,G3c)
g<-(1/(N*(t-1)))*rbind(uu, ubub, uub)
# print(G)
# print(g)
output<-list(bigG=G, smallg=g,TR=trwpw)
}
`Ggsararsp` <-
function (W, u, zero.policy = FALSE)
{
n <- length(u)
# tt<-matrix(0,n,1)
tr<-sum(W^2)
wu <- as.matrix(W %*% u)
wwu <- as.matrix(W %*% wu)
uu <- crossprod(u, u)
uwu <- crossprod(u, wu)
uwpuw <- crossprod(wu, wu)
uwwu <- crossprod(u, wwu)
wwupwu <- crossprod(wwu, wu)
wwupwwu <- crossprod(wwu, wwu)
bigG <- matrix(0, 3, 3)
bigG[, 1] <- c(2 * uwu, 2 * wwupwu, (uwwu + uwpuw))/n
bigG[, 2] <- -c(uwpuw, wwupwwu, wwupwu)/n
bigG[, 3] <- c(1, tr/n, 0)
litg <- c(uu, uwpuw, uwu)/n
list(bigG = bigG, litg = litg)
}
`tw` <-
function(W,N){
## depends on listw2dgCMatrix.R
Ws<- W
Wst<-t(Ws)
WpW<-crossprod(Ws)
WpWWpW<-WpW%*%WpW
WppW<-Wst+Ws
WpWWppW<-WpW%*%WppW
WW<-Ws%*%Ws
WWpWpW<-WW+WpW
tr1<-sum(diag(WpW/N))
tr2<-sum(diag(WpWWpW/N))
tr3<-sum(diag(WpWWppW/N))
tr4<-sum(diag(WWpWpW/N))
TW1c<-rbind(2,2*tr1, 0)
TW2c<-rbind(2*tr1, 2*tr2,tr3)
TW3c<-rbind(0, tr3,tr4)
TW<-cbind(TW1c,TW2c,TW3c)
out<-list(TW=matrix(TW,3,3))
}
`pw` <-
function(bigG, smallg, Q1u,Q1ub,Q1ubb, u, ub,ubb,N, TR){
uQ1u<-crossprod(u,Q1u)
uQ1ub<-crossprod(u,Q1ub)
ubbQ1ub<-crossprod(ubb,Q1ub)
ubbQ1ubb<-crossprod(ubb,Q1ubb)
uQ1ubb<-crossprod(u,Q1ubb)
ubQ1ub<-crossprod(ub,Q1ub)
ubQ1ubb<-crossprod(ub,Q1ubb)
G1c1<-rbind(2*uQ1ub, 2*ubbQ1ub, (uQ1ubb + ubQ1ub))/N
G1c2<-rbind(ubQ1ub, ubbQ1ubb, ubQ1ubb)/(-N)
G1c3<-rbind(1,TR/N,0)
G1c<-cbind(G1c1,G1c2,rep(0,3),G1c3)
g1<-rbind(uQ1u, ubQ1ub, uQ1ub)/N
GG<-rbind(cbind(bigG,rep(0,3)),G1c)
gg<-rbind(smallg,g1)
out<-list(GG=GG,gg=gg)
}
`pwbetween` <-
function(bigG, smallg, u, N, t,TR,listw){
ub<-as.matrix(listw %*% u)
ubb<-as.matrix(listw %*% ub)
uQ1u<-crossprod(u,u)
uQ1ub<-crossprod(u,ub)
ubbQ1ub<-crossprod(ubb,ub)
ubbQ1ubb<-crossprod(ubb,ubb)
uQ1ubb<-crossprod(u,ubb)
ubQ1ub<-crossprod(ub,ub)
ubQ1ubb<-crossprod(ub,ubb)
G1c1<-rbind(2*uQ1ub, 2*ubbQ1ub, (uQ1ubb + ubQ1ub))/N
G1c2<-rbind(ubQ1ub, ubbQ1ubb, ubQ1ubb)/-N
G1c3<-rbind(1,TR/N,0)
G1c<-cbind(G1c1,G1c2,rep(0,3),G1c3)
g1<-rbind(uQ1u, ubQ1ub, uQ1ub)/N
GG<-rbind(cbind(bigG,rep(0,3)),G1c)
#print(GG)
gg<-rbind(smallg,g1)
out<-list(GG=GG,gg=gg)
}
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