Dear Luke,
it true that the number is not immediately displayed in the
GMM-regression output using the plm package. To get the number of
instruments (incl. exogenous variables and time dummies) you have to type:
k <- model # so that k is the pgmm-estimation output (an
object of class c("pgmm","panelmodel")
ninst <- ncol(k$W[[1]]) # the number of instruments is simply
count as the number of columns in the matrix of instruments
Best regards,
Nina
--
*Dr. Nina Schönfelder*
*Nationaler Open-Access-Kontaktpunkt OA2020-DE*
Universität Bielefeld
Universitätsbibliothek
Universitätsstr. 25
D-33615 Bielefeld
Phone: +49 (0) 521/106-2546
E-mail: nina.schoenfel...@uni-bielefeld.de
Homepage: https://oa2020-de.org/
Twitter: @oa2020de
Facebook: https://www.facebook.com/oa2020de/
Am 01.07.2018 um 12:00 schrieb r-help-requ...@r-project.org:
> Message: 1
> Date: Sat, 30 Jun 2018 11:03:06 +0200
> From: =?UTF-8?b?xYF1a2FzeiBQacSZdGFr?=<l.pie...@poczta.fm>
> To:r-help@r-project.org
> Subject: [R] Question
> Message-ID: <hbqeaucobgtjfdbbzufb@kmye>
> Content-Type: text/plain; charset="utf-8"
>
>
> Hi, My name is Luke and I come from Poland. I have one question, maybe very
> simple, but I can not resolve it. In dynamic panel data (GMM estimator) after
> running the model, I recieve a AR test and Sargan test, but the "number of
> instruments" are not displayed. In Stata and Gretl this informatios is given,
> in R no. My question is, how to obtain the number of instruments?.
> Thank you for helping.
> Luke
>
>
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