# NOT RUN {
#### Example 2-7
## ------------------------------------------------------------------------
library("plm")
data("DemocracyIncome25", package = "pder")
DI <- pdata.frame(DemocracyIncome25)
summary(lag(DI$income))
ercomp(democracy ~ lag(income), DI)
models <- c("within", "random", "pooling", "between")
sapply(models, function(x)
coef(plm(democracy ~ lag(income), DI, model = x))["lag(income)"])
#### Example 7-6
## ------------------------------------------------------------------------
data("DemocracyIncome25", package = "pder")
pdim(DemocracyIncome25)
## ------------------------------------------------------------------------
diff25 <- pgmm(democracy ~ lag(democracy) + lag(income) |
lag(democracy, 2:99) + lag(income, 2:99),
DemocracyIncome25, model = "twosteps")
## ------------------------------------------------------------------------
diff25lim <- pgmm(democracy ~ lag(democracy) + lag(income) |
lag(democracy, 2:4)+ lag(income, 2:4),
DemocracyIncome25, index=c("country", "year"),
model="twosteps", effect="twoways", subset = sample == 1)
diff25coll <- pgmm(democracy ~ lag(democracy) + lag(income) |
lag(democracy, 2:99)+ lag(income, 2:99),
DemocracyIncome25, index=c("country", "year"),
model="twosteps", effect="twoways", subset = sample == 1,
collapse = TRUE)
sapply(list(diff25, diff25lim, diff25coll), function(x) coef(x)[1:2])
#### Example 7-9
## ------------------------------------------------------------------------
sapply(list(diff25, diff25lim, diff25coll),
function(x) sargan(x)[["p.value"]])
# }
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