search for: noconst

...plicate the output of abest.do: (must execute the preceding lines in the file as well for data transf.) * Replicate difference GMM runs in Arellano and Bond 1991, Table 4 * Column (a1) xtabond2 n L(0/1).(l.n w) l(0/2).(k ys) yr198?c cons, gmm(L.n) iv(L(0/1).w l(0/2).(k ys) yr198?c cons) noleveleq noconstant robust nomata replicated by: > abmod1<-pgmm(dynformula(log(emp)~log(wage)+log(capital)+log(output),list(2,1,2,2)), + data=EmplUK, effect="twoways", model="onestep", + gmm.inst=~log(emp), lag.gmm=list(c(2,99)), transformation="d") > summary(abmod1,robust=...

....com/research) To make the regression, he uses (as far as I can understand the stata code) the following command: local conditions "city != "Mainz" & city != "Wittenberg" & city != "Z?rich"" reg prot1530 press if `conditions' & pop1500 != ., noconstant robust cluster(territory) I'm trying to translate this into R-code doing the following: library(foreign) library(dplyr) library(lmtest) library(sandwich) # the data are here: # https://drive.google.com/file/d/0B_QoCd-1jkVXRGdUMTlkYTNiNGc/edit?usp=sharing cities <- read.dta("data/...

Hi, I would like to know if anyone has any idea of how to run an OLS with constraints? I need to contraint a coefficient estimate in the model equal to 1, and I am not sure how to include it into the OLS estimation... I was hoping to find something like "cnsreg" in STATA.. thank you Soyoko ______________________________________ Ms. Soyoko Umeno Graduate Research Assitant for the

Thanks a lot for the quick answerd I received and that helped me to solve my first (simple) problem with the plm package. Unfortunatley, here's another one: I do not know why, but I'm unable to estimate a simple model in the form y ~ 1 + x When I try > zz <- plm(y ~ 1 + x , data=mydata) I obtain Errore in X.m[, coef.within, drop = F] : numero di dimensioni errato which means

...eplicate the output of abest.do: (must execute the preceding lines in the file as well for data transf.) * Replicate difference GMM runs in Arellano and Bond 1991, Table 4 * Column (a1) xtabond2 n L(0/1).(l.n w) l(0/2).(k ys) yr198?c cons, gmm(L.n) iv(L(0/1).w l(0/2).(k ys) yr198?c cons) noleveleq noconstant robust nomata replicated by: > abmod1<-pgmm(dynformula(log(emp)~log(wage)+log(capital)+log(output),list(2,1,2,2)), + data=EmplUK, effect="twoways", model="onestep", + gmm.inst=~log(emp), lag.gmm=list(c(2,99)), transformation="d") > summary(abmod1,robust=T...