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y_1993
2010 Mar 13
0
PGMM help - Strange Errors when Fitting Models
...ibrary(plm)
#Loading the data
data = read.dta("did_dpd.dta")
individual = rep(c(1:6230),3)
panelData = data.frame(individual)
#Getting the panelData ready by adding in time and individual incidies
panelData$time = c(rep(1,6230),rep(2,6230),rep(3,6230))
panelData$value = c(data$y_1990,data$y_1991,data$y_1992)
#Treating some other variables
panelData$treatment= rep(1-data$control,3)
panelData$interaction = panelData$treatment*(panelData$time==3)
panelData = pdata.frame(panelData,
index=c("individual","time"),drop.index=TRUE)
#Fitting the models
form = dynformula(value~1,...