你是按News Letter里的内容直接练习的呢，还是按plm包中的帮助文件练习的？

有时后，News Letter里的内容会跟包里的例子或数据集的名字有出入，以后者为准，应当没问题的！

可以用啊。

> data("EmplUK", package="plm")
> z1 <- pgmm(dynformula(log(emp)~log(wage)+log(capital)+log(output),list(2,1,0,1)),
+ data=EmplUK, effect="twoways", model="twosteps",
+ gmm.inst=~log(emp),lag.gmm=list(c(2,99)))
> summary(z1,robust=TRUE)
Twoways effects Two steps model

Call:
pgmm(formula = log(emp) ~ lag(log(emp), 1) + lag(log(emp), 2) +
    log(wage) + lag(log(wage), 1) + log(capital) + log(output) +
    lag(log(output), 1), data = EmplUK, effect = "twoways", model = "twosteps",
    gmm.inst = ~log(emp), lag.gmm = list(c(2, 99)))

Unbalanced Panel: n=140, T=7-9, N=1031

Number of Observations Used:  611

Residuals
      Min.    1st Qu.     Median       Mean    3rd Qu.       Max.
-0.6191000 -0.0494800 -0.0004565 -0.0001841  0.0533500  0.6410000

Coefficients
                     Estimate Std. Error z-value  Pr(>|z|)   
lag(log(emp), 1)     0.474151   0.185398  2.5575 0.0105437 * 
lag(log(emp), 2)    -0.052967   0.051749 -1.0235 0.3060506   
log(wage)           -0.513205   0.145565 -3.5256 0.0004225 ***
lag(log(wage), 1)    0.224640   0.141950  1.5825 0.1135279   
log(capital)         0.292723   0.062627  4.6741 2.953e-06 ***
log(output)          0.609775   0.156263  3.9022 9.530e-05 ***
lag(log(output), 1) -0.446373   0.217302 -2.0542 0.0399605 * 
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Sargan Test: chisq(25) = 30.11247 (p.value=0.22011)
Autocorrelation test (1): normal = -1.538450 (p.value=0.061969)
Autocorrelation test (2): normal = -0.2796829 (p.value=0.38986)
Wald test for coefficients: chisq(7) = 142.0353 (p.value=< 2.22e-16)
Wald test for time dummies: chisq(6) = 16.97046 (p.value=0.0093924)

回复davidhaitaopan
谢谢

都试了，结果仍旧是“找不到这个对象"emp"

.........

为什么我的显示还是“ 找不到这个对象"emp"”

即使复制你的内容~~~

附件是截图

俺是R2.8.1

谢谢

[此贴子已经被作者于2009-3-4 14:16:43编辑过]

我用的也是R2.8.1，可能是有些与plm相关的library你没有安装。