sem_regressors_matrix {bdsm} | R Documentation |
Matrix with regressors data for SEM representation
Description
Create matrix which contains regressors data used in the Simultaneous Equations Model (SEM) representation on the left hand side of the equations. The matrix contains regressors data for time periods greater than or equal to the second lowest time stamp. The matrix is then used to compute likelihood for SEM analysis.
Usage
sem_regressors_matrix(df, timestamp_col, entity_col, dep_var_col)
Arguments
df |
Data frame with data for the SEM analysis. |
timestamp_col |
Column which determines time periods. For now only natural numbers can be used as timestamps |
entity_col |
Column which determines entities (e.g. countries, people) |
dep_var_col |
Column with dependent variable |
Value
Matrix of size N x (T-1)*k where N is the number of entities considered, T is
the number of periods greater than or equal to the second lowest time stamp
and k is the number of chosen regressors. If there are no regressors returns
NULL
.
Examples
set.seed(1)
df <- data.frame(
entities = rep(1:4, 5),
times = rep(seq(1960, 2000, 10), each = 4),
dep_var = stats::rnorm(20), a = stats::rnorm(20), b = stats::rnorm(20)
)
sem_regressors_matrix(df, times, entities, dep_var)