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dealings
2009 Oct 28
1
New variables "remember" how they were created?
...n, I have the following code to replicate an example in a
textbook (Greene's Econometric Analysis), using the systemfit package.
dta <- read.table('http://pages.stern.nyu.edu/~wgreene/Text/Edition6/TableF5-1.txt',
header = TRUE)
attach(dta)
library(systemfit)
demand <- realcons + realinvs + realgovt
c.1 <- realcons[-204]
y.1 <- demand[-204]
yd <- demand[-1] - y.1
eqConsump <- realcons[-1] ~ demand[-1] + c.1
eqInvest <- realinvs[-1] ~ tbilrate[-1] + yd
system <- list( Consumption = eqConsump, Investment = eqInvest)
instruments <- ~ realgovt[-1] + tbilrate[-1] + c...