Dear Zsombor,
I believe that tsls.formula is from my sem package. What you list as the
"original source" and your modified version appear to be reversed.
The reason that the original version manipulates (somewhat awkwardly) the
model and instrumental-variables formulas in character form to produce a
combined formula is to insure that missing data get treated consistently;
this will not be the case, I believe, in your modified version. (I note, by
the way, that you seem to have added a function for weighted two-stage
least-squares estimation.)
The source of the problem appears to be that when model formulas are
translated into character, the right-hand-side of the model gets truncated
at (I think) 68 characters. Consider the following example:
> mod <- this ~ is + a + very + long + formula + with + a + very + large
+
number + of + characters
> mod
this ~ is + a + very + long + formula + with + a + very + large +
number + of + characters
> as.character(mod)
[1] "~"
[2] "this"
[3] "is + a + very + long + formula + with + a + very + large + number +
"
>
Clearly, the current situation is unsatisfactory, but it's unclear to me
what the best course of action is. A more elegant approach to treating the
model formula and instruments consistently would solve the problem, but
as.character should probably not truncate formulas.
John
At 06:25 PM 22/08/2001 +0100, Zsombor Cseres-Gergely
wrote:>Dear all,
>
>Using the tsls package, I noticed that regression lists longer
>than 64 character
>are getting truncated. Looking at the original source,
>
>tsls.formula <- function(model, instruments, data, subset, weights,
> na.action, contrasts=NULL){
> if (missing(na.action))
> na.action <- options()$na.action
> m <- match.call(expand.dots = FALSE)
> if (is.matrix(eval(m$data, sys.frame(sys.parent()))))
> m$data <- as.data.frame(data)
> m$formula <- model
> m$instruments <- m$model <- m$contrasts <- NULL
> m[[1]] <- as.name("model.frame")
> mf <- eval(m, sys.frame(sys.parent()))
> na.act <- attr(mf, "na.action")
> Z <- model.matrix(instruments, data, contrasts)
> response <- attr(attr(mf, "terms"), "response")
> y <- model.response(mf)
> X <- model.matrix(model, mf, contrasts)
> w <- model.weights(mf)
> if (missing(weights)) result <- tsls(y, X, Z, colnames(X))
> else result <- tsls.weighted(y, X, Z, w, colnames(X))
> result$formula <- model
> result$instruments <- instruments
> if (!is.null(na.act))
> result$na.action <- na.act
> class(result) <- "tsls"
> result
> }
>
>
>I thought that the problem here is to handle the instruments correctly and
>being consistent with the convention (?) regarding the single model object
>inside the function. Since I could not figure out, why the truncation occurs
>(I tried as.character() and paste() in interactive mode, but nothing bad
>happened), I modified the source ad follows:
>
>
>tsls.formula <- function(model, instruments, data, subset,
> na.action, contrasts=NULL){
> if (missing(na.action))
> na.action <- options()$na.action
> m <- match.call(expand.dots = FALSE)
> if (is.matrix(eval(m$data, sys.frame(sys.parent()))))
> m$data <- as.data.frame(data)
> c1 <- as.character(model)
> c2 <- as.character(instruments)
> formula <- as.formula(paste(c1[2],c1[1],c1[3], '+', c2[2]))
> m$formula <- formula
> m$instruments <- m$model <- m$contrasts <- NULL
> m[[1]] <- as.name("model.frame")
> mf <- eval(m, sys.frame(sys.parent()))
> na.act <- attr(mf, "na.action")
> Z <- model.matrix(instruments, data = mf, contrasts)
> response <- attr(attr(mf, "terms"), "response")
> y <- mf[,response]
> X <- model.matrix(model, data=mf, contrasts)
> result <- tsls(y, X, Z, colnames(X))
> result$response.name <- c1[2]
> result$formula <- model
> result$instruments <- instruments
> if (!is.null(na.act))
> result$na.action <- na.act
> class(result) <- "tsls"
> result
> }
>
>It works, but I feel that there is something wrong with it (although
>it works fine so far). What?
>
>Thank you,
>Zsombor Cseres-Gergely
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-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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