rqpd包中formula表达式的具体含义

mcm310

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收藏 2015-05-04

悬赏 5 个论坛币未解决

如下，这是帮助文件中对rqpd包formula的说明，请问FE中，竖线之后的s代表什么意思？CRE中，竖线之后的s以及z1、z2等等又代表什么意思？

另外，利用rqpd包可以设置工具变量吗？应该怎样操作呀？

诚心求教，希望明白的小伙伴帮忙解释一下呀~谢谢！

rqpd(formula, panel = panel(), data =parent.frame(),

na.action, subset, contrasts = NULL, control = NULL, ...)

formula

A method-specific formula for the model employing the conventions of theFormula package, which has the additional operator "|". "rqpd"-formulas are specified as:

FE:	y ~ x1 + x2 + ... \| s
CRE:	y ~ x1 + x2 + ... \| s \| z1 + z2 + ...

The portion of the formulas before the (first) vertical bar is specified like the conventional lm or rq function formulas.

The factor variable s specifies the structure of the panel, and in the FE model it represents the "fixed effects". This is typically an id column.

The last part of the CRE formula is a specification of the variables in the CRE component. These are possibly endogenous variables (in the sense that they are affected by the fixed effects) and must be time-varying. Note that there are two vertical bars.