R help - Nov 2009 - problem with "dynformula" from "plm" package [RE-POST]

Hello list,

I'm following the paper (http://www.jstatsoft.org/v27/i02/paper) on
how to use "plm" to run panel regressions, and am having trouble with
what I believe should be something very basic.

When I run the command (p.9 in the paper):

R>
dynformula(emp~wage+capital,log=list(capital=FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE))

I see:

emp ~ wage + capital

rather than the complete model that is given in the paper:

log(emp) ~ lag(log(emp), 1) + lag(log(emp), 2) + lag(log(wage), 2) +
lag(log(wage), 3) + diff(capital, 2) + diff(capital, 3)

And indeed, when I try to run a regression using that formula, it
appears to not contain any lags or logs (output below).

Any ideas? Thanks in advance,

~Owen

-- 
Owen Powell
http://center.uvt.nl/phd_stud/powell

R> library("plm")
R> data("EmplUK", package="plm")
R> a
dynformula(emp~wage+capital,log=list(capital=FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE))
R> testModel <- plm(formula = a,data=EmplUK,model="within")
[1] 1031    2
R> summary(testModel)
Oneway (individual) effect Within Model

Call:
plm(formula = a, data = EmplUK, model = "within")

Unbalanced Panel: n=140, T=7-9, N=1031

Residuals :
    Min.  1st Qu.   Median  3rd Qu.     Max.
-17.1000  -0.3060   0.0137   0.3070  27.3000

Coefficients :
         Estimate Std. Error t-value  Pr(>|t|)
wage    -0.143626   0.032790 -4.3802 1.186e-05 ***
capital  0.801495   0.064088 12.5062 < 2.2e-16 ***
---
Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1

Total Sum of Squares:    5030.6
Residual Sum of Squares: 4207.8
F-statistic: 86.9179 on 2 and 889 DF, p-value: < 2.22e-16

On Nov 27, 2009, at 10:25 AM, Owen Powell wrote:
> Hello list,
>
> I'm following the paper (http://www.jstatsoft.org/v27/i02/paper) on
> how to use "plm" to run panel regressions, and am having trouble
with
> what I believe should be something very basic.
>
> When I run the command (p.9 in the paper):
>
> R>
> dynformula(emp~wage 
> + 
> capital 
> ,log 
> = 
> list 
> (capital 
> =FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE))
>
Perhaps you could have read the help page for the current version of  
the package which says the argument have been modified. Using the  
current arguments:

dynformula(emp~wage 
+ 
capital 
,log 
.form 
= 
list 
(capital 
= 
FALSE 
,TRUE),lag.form=list(emp=2,c(2,3)),diff.form=list(FALSE,capital=TRUE))

log(emp) ~ lag(log(emp), 1) + lag(log(emp), 2) + lag(log(emp),
     1) + lag(log(emp), 2) + lag(log(wage), 2) + lag(log(wage),
     3) + diff(capital, 2) + diff(capital, 3)

-- 
David Winsemius, MD
> I see:
>
> emp ~ wage + capital
>
> rather than the complete model that is given in the paper:
>
> log(emp) ~ lag(log(emp), 1) + lag(log(emp), 2) + lag(log(wage), 2) +
> lag(log(wage), 3) + diff(capital, 2) + diff(capital, 3)
>
> And indeed, when I try to run a regression using that formula, it
> appears to not contain any lags or logs (output below).
>
> Any ideas? Thanks in advance,
>
> ~Owen
>
> -- 
> Owen Powell
> http://center.uvt.nl/phd_stud/powell
>
> R> library("plm")
> R> data("EmplUK", package="plm")
> R> a > dynformula(emp~wage 
> + 
> capital 
> ,log 
> = 
> list 
> (capital 
> =FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE))
snipped


David Winsemius, MD
Heritage Laboratories
West Hartford, CT