pdynmc (version 0.9.6)

ninst: Extract Instrument Count of Fitted Model.

Description

ninst is a generic function fo extracting the instrument count of an object.

Usage

ninst(object, ...)

Arguments

object

An object for which the instrument count is desired.

...

further arguments.

Value

Extracts instrument count from an object.

See Also

pdynmc for fitting a linear dynamic panel data model.

Examples

# NOT RUN {
## Load data from plm package
if(!requireNamespace("plm", quietly = TRUE)){
 stop("Dataset from package \"plm\" needed for this example.
 Please install the package.", call. = FALSE)
} else{
 data(EmplUK, package = "plm")
 dat <- EmplUK
 dat[,c(4:7)] <- log(dat[,c(4:7)])
 dat <- dat[c(1:140), ]

## Code example
 m1 <- pdynmc(dat = dat, varname.i = "firm", varname.t = "year",
    use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE,
    include.y = TRUE, varname.y = "emp", lagTerms.y = 2,
    fur.con = TRUE, fur.con.diff = TRUE, fur.con.lev = FALSE,
    varname.reg.fur = c("wage", "capital", "output"), lagTerms.reg.fur = c(1,2,2),
    include.dum = TRUE, dum.diff = TRUE, dum.lev = FALSE, varname.dum = "year",
    w.mat = "iid.err", std.err = "corrected", estimation = "onestep",
    opt.meth = "none")
 ninst(m1)
}

# }
# NOT RUN {
## Load data from plm package
if(!requireNamespace("plm", quietly = TRUE)){
 stop("Dataset from package \"plm\" needed for this example.
 Please install the package.", call. = FALSE)
} else{
 data(EmplUK, package = "plm")
 dat <- EmplUK
 dat[,c(4:7)] <- log(dat[,c(4:7)])

 m1 <- pdynmc(dat = dat, varname.i = "firm", varname.t = "year",
    use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE,
    include.y = TRUE, varname.y = "emp", lagTerms.y = 2,
    fur.con = TRUE, fur.con.diff = TRUE, fur.con.lev = FALSE,
    varname.reg.fur = c("wage", "capital", "output"), lagTerms.reg.fur = c(1,2,2),
    include.dum = TRUE, dum.diff = TRUE, dum.lev = FALSE, varname.dum = "year",
    w.mat = "iid.err", std.err = "corrected", estimation = "onestep",
    opt.meth = "none")
 ninst(m1)
}
# }
# NOT RUN {

# }