Extract Input Parameters of Numeric Optimization of Fitted Model.
optimIn
is a generic function for extracting input parameters of numeric optimization for an object.
optimIn(object, ...)
object
: An object for which input parameters of numeric optimization are desired....
: further arguments.optimIn
extracts input parameters used in numeric optimization from object.
## Load data data(ABdata, package = "pdynmc") dat <- ABdata dat[,c(4:7)] <- log(dat[,c(4:7)]) dat <- dat[c(1:140), ] ## Code example m1 <- pdynmc(dat = dat, varname.i = "firm", varname.t = "year", use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE, include.y = TRUE, varname.y = "emp", lagTerms.y = 2, fur.con = TRUE, fur.con.diff = TRUE, fur.con.lev = FALSE, varname.reg.fur = c("wage", "capital", "output"), lagTerms.reg.fur = c(1,2,2), include.dum = TRUE, dum.diff = TRUE, dum.lev = FALSE, varname.dum = "year", w.mat = "iid.err", std.err = "corrected", estimation = "onestep", opt.meth = "none") optimIn(m1) ## Load data data(ABdata, package = "pdynmc") dat <- ABdata dat[,c(4:7)] <- log(dat[,c(4:7)]) ## Further code example m1 <- pdynmc(dat = dat, varname.i = "firm", varname.t = "year", use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE, include.y = TRUE, varname.y = "emp", lagTerms.y = 2, fur.con = TRUE, fur.con.diff = TRUE, fur.con.lev = FALSE, varname.reg.fur = c("wage", "capital", "output"), lagTerms.reg.fur = c(1,2,2), include.dum = TRUE, dum.diff = TRUE, dum.lev = FALSE, varname.dum = "year", w.mat = "iid.err", std.err = "corrected", estimation = "onestep", opt.meth = "BFGS") optimIn(m1)
pdynmc
for fitting a linear dynamic panel data model.
Markus Fritsch