Rezoan
Reputation: 11
How do I install R packages from archive?
I tried installing 'easi' package from cran,this:
its not installing. tried manually also failed.
url <- "https://cran.r-project.org/src/contrib/Archive/easi/easi_0.2.tar.gz"
pkgFile <- "easi_0.2.tar.gz"
download.file(url = url, destfile = pkgFile)
install.packages(c("ada", "ipred", "evd"))
install.packages(pkgs=pkgFile, type="source", repos=NULL)
showing this warning:
Warning in install.packages : installation of package ‘easi_0.2.tar.gz’ had non-zero exit status
Upvotes: 1
Views: 326
Answers (1)
jared_mamrot
Reputation: 26650
The easi package was removed from CRAN and appears to be 'abandoned'. Recently I forked the easi github repository and updated the source code to fix the Error in class(ff) <- "formula" : attempt to set an attribute on NULL error for this question. The example from the vignette now runs to completion on 'modern' versions of R. I'm not certain that the answers are correct, as I don't have anything to compare them to, but based on the source code it looks fine to me.
You can install the updated easi package using devtools::install_github("https://github.com/jpmam1/easi", dependencies = TRUE), e.g.
devtools::install_github("https://github.com/jpmam1/easi", dependencies = TRUE)
#> Downloading GitHub repo jpmam1/easi@HEAD
#>
#> * checking for file ‘/private/var/folders/gf/3p_ynkts411bs238rtw3y0b40000gn/T/RtmpIVvyAO/remotes920f6a08f9/jpmam1-easi-1c90fed/DESCRIPTION’ ... OK
#> * preparing ‘easi’:
#> * checking DESCRIPTION meta-information ... OK
#> * checking for LF line-endings in source and make files and shell scripts
#> * checking for empty or unneeded directories
#> * building ‘easi_0.2.tar.gz’
library(easi)
data(hixdata)
#******* Budget shares Matrix ************
shares_HIX=hixdata[,2:10]
#******* price Matrix (in logarithms) ****
log.price_HIX=hixdata[,11:19]
#******* Demographic matrix **************
var.soc_HIX=hixdata[,21:25]
#******* logarithm of total expenditure **
#******* (here divised by a price index) *
log.exp_HIX=hixdata[,20]
#******* Estimation... *******************
est <- easi(shares=shares_HIX,log.price=log.price_HIX,
var.soc=var.soc_HIX,log.exp=log.exp_HIX)
#>
#> *** Please wait during the creation of final instruments... ***
#> iteration = 1
#> crit_test = 0.0132835
#> iteration = 2
#> crit_test = 0.0001305
#> iteration = 3
#> crit_test = 2e-06
#> iteration = 4
#> crit_test = 0
#>
#> *** Creation of final instruments successfully completed... ***
#>
#> *** Please wait during the estimation... ***
#> iteration = 1
#> crit_test = 0.000129
#> iteration = 2
#> crit_test = 0.0001305
#> iteration = 3
#> crit_test = 2e-06
#> iteration = 4
#> crit_test = 0
#>
#> *** Estimation successfully completed ***
#******* Coefficients ********************
coef(est)
#> Estimate Std. Error t value Pr(>|t|)
#> eq1_Constante 1.338565e-01 2.369823e-03 56.48376336 0.000000e+00
#> eq1_y^1 -6.191417e-02 4.024952e-03 -15.38258649 0.000000e+00
#> eq1_y^2 7.204632e-03 4.051263e-03 1.77836669 7.535151e-02
#> eq1_y^3 -5.431856e-03 4.554815e-03 -1.19255232 2.330521e-01
#> eq1_z1 1.271748e-03 8.724567e-05 14.57663475 0.000000e+00
#> eq1_z2 -1.132559e-02 1.965138e-03 -5.76325256 8.313371e-09
#> eq1_z3 1.792113e-02 2.234399e-03 8.02056136 1.110223e-15
#> eq1_z4 -6.937697e-05 3.847325e-04 -0.18032519 8.568982e-01
#> eq1_z5 1.138257e-02 2.681374e-03 4.24504945 2.190544e-05
#> eq1_ps1 1.589244e-03 2.153198e-02 0.07380854 9.411631e-01
#> eq1_ps2 1.999501e-02 1.821433e-02 1.09776281 2.723149e-01
#> eq1_ps3 1.204415e-02 1.194709e-02 1.00812378 3.134013e-01
#> eq1_ps4 -2.036881e-02 1.314895e-02 -1.54908326 1.213699e-01
#> eq1_ps5 6.430660e-02 1.789467e-02 3.59361758 3.265234e-04
#> eq1_ps6 2.736144e-03 1.342038e-02 0.20387973 8.384486e-01
#> eq1_ps7 -2.617399e-02 1.049025e-02 -2.49507691 1.259712e-02
#> eq1_ps8 -4.267075e-02 1.706035e-02 -2.50116548 1.238263e-02
#> eq2_Constante 1.007420e-01 2.336590e-03 43.11496556 0.000000e+00
#> eq2_y^1 3.902061e-02 3.836550e-03 10.17075381 0.000000e+00
#> eq2_y^2 -7.944056e-03 3.861890e-03 -2.05703858 3.968921e-02
#> eq2_y^3 -1.024568e-02 4.341767e-03 -2.35979428 1.829001e-02
#> eq2_z1 -4.310734e-04 8.314643e-05 -5.18450900 2.176728e-07
#> eq2_z2 -3.307872e-02 1.872796e-03 -17.66274360 0.000000e+00
#> eq2_z3 9.510982e-03 2.133540e-03 4.45784203 8.302140e-06
#> eq2_z4 -2.282785e-03 4.791944e-04 -4.76379778 1.906713e-06
#> eq2_z5 -1.336479e-02 2.558504e-03 -5.22367336 1.763154e-07
#> eq2_ps1 1.999501e-02 1.821433e-02 1.09776281 2.723149e-01
#> eq2_ps2 3.768766e-02 2.352883e-02 1.60176508 1.092157e-01
#> eq2_ps3 -7.950078e-03 1.317920e-02 -0.60322912 5.463598e-01
#> eq2_ps4 3.483069e-02 1.225491e-02 2.84218238 4.482930e-03
#> eq2_ps5 -6.409116e-02 2.007544e-02 -3.19251592 1.411520e-03
#> eq2_ps6 -6.061289e-02 1.550821e-02 -3.90843934 9.305247e-05
#> eq2_ps7 -3.616433e-03 1.076989e-02 -0.33579105 7.370303e-01
#> eq2_ps8 2.174694e-02 1.949804e-02 1.11533982 2.647118e-01
#> ...
# Summary
summary(est)
#>
#> systemfit results
#> method: 3SLS
#>
#> N DF SSR detRCov OLS-R2 McElroy-R2
#> system 38776 38668 158.669 0 0.280103 0.242627
#>
#> N DF SSR MSE RMSE R2 Adj R2
#> s1 4847 4830 21.64543 0.004481 0.066944 0.309899 0.307613
#> s2 4847 4830 19.65986 0.004070 0.063799 0.168230 0.165474
#> s3 4847 4830 51.76049 0.010716 0.103520 0.310185 0.307900
#> s4 4847 4830 7.97288 0.001651 0.040629 0.110327 0.107380
#> s5 4847 4830 11.03250 0.002284 0.047793 0.123788 0.120886
#> s6 4847 4830 11.22150 0.002323 0.048201 0.268442 0.266019
#> s7 4847 4830 16.20021 0.003354 0.057914 0.455128 0.453323
#> s8 4847 4830 19.17577 0.003970 0.063009 0.192375 0.189700
#>
#> The covariance matrix of the residuals used for estimation
#> eq1 eq2 eq3 eq4 eq5
#> eq1 4.47448e-03 -1.09828e-03 -0.00173277 -3.30061e-05 -2.67632e-04
#> eq2 -1.09828e-03 4.06524e-03 -0.00172840 -2.51369e-04 -4.33163e-04
#> eq3 -1.73277e-03 -1.72840e-03 0.01070944 -1.08355e-03 -1.10554e-03
#> eq4 -3.30061e-05 -2.51369e-04 -0.00108355 1.65633e-03 -3.00605e-05
#> eq5 -2.67632e-04 -4.33163e-04 -0.00110554 -3.00605e-05 2.28601e-03
#> eq6 -3.28393e-04 -1.06748e-05 -0.00142407 -1.18782e-04 -6.13193e-06
#> eq7 -3.86588e-04 -1.76507e-04 -0.00148981 -2.79601e-05 -3.26869e-04
#> eq8 -5.46867e-04 -3.79785e-04 -0.00173404 -1.71792e-04 -1.12276e-04
#> eq6 eq7 eq8
#> eq1 -3.28393e-04 -3.86588e-04 -0.000546867
#> eq2 -1.06748e-05 -1.76507e-04 -0.000379785
#> eq3 -1.42407e-03 -1.48981e-03 -0.001734042
#> eq4 -1.18782e-04 -2.79601e-05 -0.000171792
#> eq5 -6.13193e-06 -3.26869e-04 -0.000112276
#> eq6 2.32137e-03 -2.81616e-04 -0.000366797
#> eq7 -2.81616e-04 3.35286e-03 -0.000588504
#> eq8 -3.66797e-04 -5.88504e-04 0.003967409
#>
#> The covariance matrix of the residuals
#> eq1 eq2 eq3 eq4 eq5
#> eq1 0.004481456 -1.10511e-03 -0.00173530 -3.39720e-05 -2.68323e-04
#> eq2 -0.001105107 4.07036e-03 -0.00172900 -2.50759e-04 -4.37042e-04
#> eq3 -0.001735298 -1.72900e-03 0.01071646 -1.08676e-03 -1.09946e-03
#> eq4 -0.000033972 -2.50759e-04 -0.00108676 1.65070e-03 -3.02961e-05
#> eq5 -0.000268323 -4.37042e-04 -0.00109946 -3.02961e-05 2.28416e-03
#> eq6 -0.000328667 -5.49536e-06 -0.00143105 -1.14912e-04 -5.66993e-06
#> eq7 -0.000388075 -1.77368e-04 -0.00149217 -2.97562e-05 -3.25903e-04
#> eq8 -0.000545727 -3.78073e-04 -0.00173896 -1.71989e-04 -1.10871e-04
#> eq6 eq7 eq8
#> eq1 -3.28667e-04 -3.88075e-04 -0.000545727
#> eq2 -5.49536e-06 -1.77368e-04 -0.000378073
#> eq3 -1.43105e-03 -1.49217e-03 -0.001738959
#> eq4 -1.14912e-04 -2.97562e-05 -0.000171989
#> eq5 -5.66993e-06 -3.25903e-04 -0.000110871
#> eq6 2.32329e-03 -2.84649e-04 -0.000363633
#> eq7 -2.84649e-04 3.35408e-03 -0.000591536
#> eq8 -3.63633e-04 -5.91536e-04 0.003970139
#>
#> The correlations of the residuals
#> eq1 eq2 eq3 eq4 eq5 eq6
#> eq1 1.0000000 -0.25874870 -0.250403 -0.0124904 -0.08386578 -0.10185775
#> eq2 -0.2587487 1.00000000 -0.261789 -0.0967399 -0.14333193 -0.00178701
#> eq3 -0.2504027 -0.26178923 1.000000 -0.2583893 -0.22222295 -0.28679858
#> eq4 -0.0124904 -0.09673985 -0.258389 1.0000000 -0.01560230 -0.05867860
#> eq5 -0.0838658 -0.14333193 -0.222223 -0.0156023 1.00000000 -0.00246129
#> eq6 -0.1018577 -0.00178701 -0.286799 -0.0586786 -0.00246129 1.00000000
#> eq7 -0.1000967 -0.04800352 -0.248889 -0.0126461 -0.11774395 -0.10196952
#> eq8 -0.1293787 -0.09404945 -0.266600 -0.0671837 -0.03681726 -0.11973159
#> eq7 eq8
#> eq1 -0.1000967 -0.1293787
#> eq2 -0.0480035 -0.0940494
#> eq3 -0.2488887 -0.2666005
#> eq4 -0.0126461 -0.0671837
#> eq5 -0.1177440 -0.0368173
#> eq6 -0.1019695 -0.1197316
#> eq7 1.0000000 -0.1621032
#> eq8 -0.1621032 1.0000000
#>
#>
#> 3SLS estimates for 's1' (equation 1)
#> Model Formula: ~+Constante + y^1 + y^2 + y^3 + z1 + z2 + z3 + z4 + z5 + ps1 +
#> ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8
#> <environment: 0x7fe638b791c8>
#> Instruments: [1] "~ + z1 + z2 + z3 + z4 + z5 + ps1 + ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8 + inst_y^1 + inst_y^2 + inst_y^3"
#>
#> Estimate Std. Error t value Pr(>|t|)
#> Constante 1.33857e-01 2.36982e-03 56.48376 < 2.22e-16 ***
#> y^1 -6.19142e-02 4.02495e-03 -15.38259 < 2.22e-16 ***
#> y^2 7.20463e-03 4.05126e-03 1.77837 0.07535151 .
#> y^3 -5.43186e-03 4.55482e-03 -1.19255 0.23305207
#> z1 1.27175e-03 8.72457e-05 14.57663 < 2.22e-16 ***
#> z2 -1.13256e-02 1.96514e-03 -5.76325 8.3134e-09 ***
#> z3 1.79211e-02 2.23440e-03 8.02056 1.1102e-15 ***
#> z4 -6.93770e-05 3.84732e-04 -0.18033 0.85689823
#> z5 1.13826e-02 2.68137e-03 4.24505 2.1905e-05 ***
#> ps1 1.58924e-03 2.15320e-02 0.07381 0.94116312
#> ps2 1.99950e-02 1.82143e-02 1.09776 0.27231491
#> ps3 1.20441e-02 1.19471e-02 1.00812 0.31340135
#> ps4 -2.03688e-02 1.31489e-02 -1.54908 0.12136989
#> ps5 6.43066e-02 1.78947e-02 3.59362 0.00032652 ***
#> ps6 2.73614e-03 1.34204e-02 0.20388 0.83844856
#> ps7 -2.61740e-02 1.04903e-02 -2.49508 0.01259712 *
#> ps8 -4.26708e-02 1.70603e-02 -2.50117 0.01238263 *
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> Residual standard error: 0.066944 on 4830 degrees of freedom
#> Number of observations: 4847 Degrees of Freedom: 4830
#> SSR: 21.645434 MSE: 0.004481 Root MSE: 0.066944
#> Multiple R-Squared: 0.309899 Adjusted R-Squared: 0.307613
#>
#>
#> 3SLS estimates for 's2' (equation 2)
#> Model Formula: ~+Constante + y^1 + y^2 + y^3 + z1 + z2 + z3 + z4 + z5 + ps1 +
#> ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8
#> <environment: 0x7fe638ab1510>
#> Instruments: [1] "~ + z1 + z2 + z3 + z4 + z5 + ps1 + ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8 + inst_y^1 + inst_y^2 + inst_y^3"
#>
#> Estimate Std. Error t value Pr(>|t|)
#> Constante 1.00742e-01 2.33659e-03 43.11497 < 2.22e-16 ***
#> y^1 3.90206e-02 3.83655e-03 10.17075 < 2.22e-16 ***
#> y^2 -7.94406e-03 3.86189e-03 -2.05704 0.0396892 *
#> y^3 -1.02457e-02 4.34177e-03 -2.35979 0.0182900 *
#> z1 -4.31073e-04 8.31464e-05 -5.18451 2.1767e-07 ***
#> z2 -3.30787e-02 1.87280e-03 -17.66274 < 2.22e-16 ***
#> z3 9.51098e-03 2.13354e-03 4.45784 8.3021e-06 ***
#> z4 -2.28279e-03 4.79194e-04 -4.76380 1.9067e-06 ***
#> z5 -1.33648e-02 2.55850e-03 -5.22367 1.7632e-07 ***
#> ps1 1.99950e-02 1.82143e-02 1.09776 0.2723149
#> ps2 3.76877e-02 2.35288e-02 1.60177 0.1092157
#> ps3 -7.95008e-03 1.31792e-02 -0.60323 0.5463598
#> ps4 3.48307e-02 1.22549e-02 2.84218 0.0044829 **
#> ps5 -6.40912e-02 2.00754e-02 -3.19252 0.0014115 **
#> ps6 -6.06129e-02 1.55082e-02 -3.90844 9.3052e-05 ***
#> ps7 -3.61643e-03 1.07699e-02 -0.33579 0.7370303
#> ps8 2.17469e-02 1.94980e-02 1.11534 0.2647118
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> Residual standard error: 0.063799 on 4830 degrees of freedom
#> Number of observations: 4847 Degrees of Freedom: 4830
#> SSR: 19.659859 MSE: 0.00407 Root MSE: 0.063799
#> Multiple R-Squared: 0.16823 Adjusted R-Squared: 0.165474
#>
#>
#> 3SLS estimates for 's3' (equation 3)
#> Model Formula: ~+Constante + y^1 + y^2 + y^3 + z1 + z2 + z3 + z4 + z5 + ps1 +
#> ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8
#> <environment: 0x7fe638a587f0>
#> Instruments: [1] "~ + z1 + z2 + z3 + z4 + z5 + ps1 + ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8 + inst_y^1 + inst_y^2 + inst_y^3"
#>
#> Estimate Std. Error t value Pr(>|t|)
#> Constante 0.341632535 0.003138294 108.85932 < 2.22e-16 ***
#> y^1 -0.141730466 0.006225420 -22.76641 < 2.22e-16 ***
#> y^2 -0.044153992 0.006267277 -7.04516 1.8834e-12 ***
#> y^3 0.057029303 0.007045841 8.09404 4.4409e-16 ***
#> z1 0.000836942 0.000134738 6.21161 5.2978e-10 ***
#> z2 0.011815851 0.003038546 3.88865 0.00010097 ***
#> z3 0.034858317 0.003452690 10.09599 < 2.22e-16 ***
#> z4 0.003609541 0.000378017 9.54863 < 2.22e-16 ***
#> z5 0.013475472 0.004145172 3.25088 0.00115145 **
#> ps1 0.012044145 0.011947089 1.00812 0.31340135
#> ps2 -0.007950078 0.013179200 -0.60323 0.54635982
#> ps3 0.068069679 0.016510980 4.12269 3.7525e-05 ***
#> ps4 -0.012995886 0.008152114 -1.59417 0.11090531
#> ps5 0.023882356 0.013056226 1.82919 0.06737841 .
#> ps6 -0.024377790 0.009860607 -2.47224 0.01343120 *
#> ps7 -0.009473078 0.010789996 -0.87795 0.37997626
#> ps8 -0.024124565 0.013387121 -1.80207 0.07154175 .
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> Residual standard error: 0.10352 on 4830 degrees of freedom
#> Number of observations: 4847 Degrees of Freedom: 4830
#> SSR: 51.760485 MSE: 0.010716 Root MSE: 0.10352
#> Multiple R-Squared: 0.310185 Adjusted R-Squared: 0.3079
#>
#>
#> 3SLS estimates for 's4' (equation 4)
#> Model Formula: ~+Constante + y^1 + y^2 + y^3 + z1 + z2 + z3 + z4 + z5 + ps1 +
#> ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8
#> <environment: 0x7fe6389fe748>
#> Instruments: [1] "~ + z1 + z2 + z3 + z4 + z5 + ps1 + ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8 + inst_y^1 + inst_y^2 + inst_y^3"
#>
#> Estimate Std. Error t value Pr(>|t|)
#> Constante 4.84964e-02 1.50619e-03 32.19806 < 2.22e-16 ***
#> y^1 7.27329e-03 2.44900e-03 2.96991 0.00298074 **
#> y^2 1.08792e-02 2.46514e-03 4.41322 1.0212e-05 ***
#> y^3 -8.20989e-03 2.77139e-03 -2.96237 0.00305468 **
#> z1 -1.62026e-04 5.31058e-05 -3.05099 0.00228241 **
#> z2 1.77838e-02 1.19562e-03 14.87405 < 2.22e-16 ***
#> z3 9.06894e-03 1.36008e-03 6.66796 2.6286e-11 ***
#> z4 5.12632e-04 2.85747e-04 1.79401 0.07281928 .
#> z5 5.72461e-03 1.63275e-03 3.50611 0.00045522 ***
#> ps1 -2.03688e-02 1.31489e-02 -1.54908 0.12136989
#> ps2 3.48307e-02 1.22549e-02 2.84218 0.00448293 **
#> ps3 -1.29959e-02 8.15211e-03 -1.59417 0.11090531
#> ps4 4.33578e-02 1.21347e-02 3.57306 0.00035326 ***
#> ps5 -2.76387e-02 1.38733e-02 -1.99222 0.04635406 *
#> ps6 -9.33810e-03 1.05280e-02 -0.88698 0.37509727
#> ps7 -2.86846e-02 7.62226e-03 -3.76326 0.00016796 ***
#> ps8 3.11561e-02 1.28851e-02 2.41798 0.01561134 *
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> Residual standard error: 0.040629 on 4830 degrees of freedom
#> Number of observations: 4847 Degrees of Freedom: 4830
#> SSR: 7.972878 MSE: 0.001651 Root MSE: 0.040629
#> Multiple R-Squared: 0.110327 Adjusted R-Squared: 0.10738
#>
#>
#> 3SLS estimates for 's5' (equation 5)
#> Model Formula: ~+Constante + y^1 + y^2 + y^3 + z1 + z2 + z3 + z4 + z5 + ps1 +
#> ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8
#> <environment: 0x7fe6389a95f0>
#> Instruments: [1] "~ + z1 + z2 + z3 + z4 + z5 + ps1 + ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8 + inst_y^1 + inst_y^2 + inst_y^3"
#>
#> Estimate Std. Error t value Pr(>|t|)
#> Constante 3.28683e-02 1.91029e-03 17.20593 < 2.22e-16 ***
#> y^1 4.47148e-02 2.87743e-03 15.53986 < 2.22e-16 ***
#> y^2 1.60626e-02 2.89648e-03 5.54554 2.9495e-08 ***
#> y^3 -5.28537e-03 3.25613e-03 -1.62321 0.10455363
#> z1 -9.75294e-05 6.23902e-05 -1.56322 0.11800985
#> z2 1.00156e-02 1.40536e-03 7.12672 1.0458e-12 ***
#> z3 7.99729e-03 1.59900e-03 5.00143 5.7156e-07 ***
#> z4 1.83941e-04 6.53334e-04 0.28154 0.77829675
#> z5 1.50144e-03 1.91974e-03 0.78211 0.43415734
#> ps1 6.43066e-02 1.78947e-02 3.59362 0.00032652 ***
#> ps2 -6.40912e-02 2.00754e-02 -3.19252 0.00141152 **
#> ps3 2.38824e-02 1.30562e-02 1.82919 0.06737841 .
#> ps4 -2.76387e-02 1.38733e-02 -1.99222 0.04635406 *
#> ps5 -1.35335e-02 3.82061e-02 -0.35422 0.72317415
#> ps6 2.73453e-02 1.72358e-02 1.58654 0.11262429
#> ps7 -1.29348e-02 9.80867e-03 -1.31872 0.18727197
#> ps8 -1.21020e-02 3.03183e-02 -0.39916 0.68977392
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> Residual standard error: 0.047793 on 4830 degrees of freedom
#> Number of observations: 4847 Degrees of Freedom: 4830
#> SSR: 11.032503 MSE: 0.002284 Root MSE: 0.047793
#> Multiple R-Squared: 0.123788 Adjusted R-Squared: 0.120886
#>
#>
#> 3SLS estimates for 's6' (equation 6)
#> Model Formula: ~+Constante + y^1 + y^2 + y^3 + z1 + z2 + z3 + z4 + z5 + ps1 +
#> ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8
#> <environment: 0x7fe638950a90>
#> Instruments: [1] "~ + z1 + z2 + z3 + z4 + z5 + ps1 + ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8 + inst_y^1 + inst_y^2 + inst_y^3"
#>
#> Estimate Std. Error t value Pr(>|t|)
#> Constante 6.80334e-02 1.79089e-03 37.98871 < 2.22e-16 ***
#> y^1 5.36278e-02 2.89953e-03 18.49537 < 2.22e-16 ***
#> y^2 2.08672e-02 2.91840e-03 7.15022 8.8174e-13 ***
#> y^3 -5.14651e-03 3.28118e-03 -1.56850 0.11677353
#> z1 -3.88915e-04 6.28457e-05 -6.18842 6.1380e-10 ***
#> z2 2.64340e-02 1.41533e-03 18.67694 < 2.22e-16 ***
#> z3 1.12155e-02 1.61008e-03 6.96578 3.3182e-12 ***
#> z4 -9.50025e-04 3.64889e-04 -2.60360 0.00922851 **
#> z5 -8.57483e-03 1.93257e-03 -4.43702 9.1466e-06 ***
#> ps1 2.73614e-03 1.34204e-02 0.20388 0.83844856
#> ps2 -6.06129e-02 1.55082e-02 -3.90844 9.3052e-05 ***
#> ps3 -2.43778e-02 9.86061e-03 -2.47224 0.01343120 *
#> ps4 -9.33810e-03 1.05280e-02 -0.88698 0.37509727
#> ps5 2.73453e-02 1.72358e-02 1.58654 0.11262429
#> ps6 6.03096e-02 1.73455e-02 3.47695 0.00050771 ***
#> ps7 3.42362e-02 8.49490e-03 4.03020 5.5835e-05 ***
#> ps8 2.31777e-02 1.72462e-02 1.34393 0.17897735
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> Residual standard error: 0.048201 on 4830 degrees of freedom
#> Number of observations: 4847 Degrees of Freedom: 4830
#> SSR: 11.221504 MSE: 0.002323 Root MSE: 0.048201
#> Multiple R-Squared: 0.268442 Adjusted R-Squared: 0.266019
#>
#>
#> 3SLS estimates for 's7' (equation 7)
#> Model Formula: ~+Constante + y^1 + y^2 + y^3 + z1 + z2 + z3 + z4 + z5 + ps1 +
#> ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8
#> <environment: 0x7fe6388f7d60>
#> Instruments: [1] "~ + z1 + z2 + z3 + z4 + z5 + ps1 + ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8 + inst_y^1 + inst_y^2 + inst_y^3"
#>
#> Estimate Std. Error t value Pr(>|t|)
#> Constante 1.70753e-01 2.02047e-03 84.51116 < 2.22e-16 ***
#> y^1 -1.48181e-02 3.48399e-03 -4.25320 2.1123e-05 ***
#> y^2 -2.28009e-02 3.50664e-03 -6.50221 8.0113e-11 ***
#> y^3 -2.47867e-03 3.94290e-03 -0.62864 0.52958738
#> z1 -1.73485e-04 7.54648e-05 -2.29888 0.02151685 *
#> z2 -1.28792e-02 1.70036e-03 -7.57438 3.6859e-14 ***
#> z3 -1.04241e-01 1.93289e-03 -53.92997 < 2.22e-16 ***
#> z4 -7.13305e-04 2.98228e-04 -2.39181 0.01677046 *
#> z5 -8.31338e-03 2.31990e-03 -3.58350 0.00033944 ***
#> ps1 -2.61740e-02 1.04903e-02 -2.49508 0.01259712 *
#> ps2 -3.61643e-03 1.07699e-02 -0.33579 0.73703026
#> ps3 -9.47308e-03 1.07900e-02 -0.87795 0.37997626
#> ps4 -2.86846e-02 7.62226e-03 -3.76326 0.00016796 ***
#> ps5 -1.29348e-02 9.80867e-03 -1.31872 0.18727197
#> ps6 3.42362e-02 8.49490e-03 4.03020 5.5835e-05 ***
#> ps7 4.26305e-02 1.15967e-02 3.67608 0.00023716 ***
#> ps8 -4.02475e-03 1.03864e-02 -0.38750 0.69838808
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> Residual standard error: 0.057914 on 4830 degrees of freedom
#> Number of observations: 4847 Degrees of Freedom: 4830
#> SSR: 16.200205 MSE: 0.003354 Root MSE: 0.057914
#> Multiple R-Squared: 0.455128 Adjusted R-Squared: 0.453323
#>
#>
#> 3SLS estimates for 's8' (equation 8)
#> Model Formula: ~+Constante + y^1 + y^2 + y^3 + z1 + z2 + z3 + z4 + z5 + ps1 +
#> ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8
#> <environment: 0x7fe63889fbd8>
#> Instruments: [1] "~ + z1 + z2 + z3 + z4 + z5 + ps1 + ps2 + ps3 + ps4 + ps5 + ps6 + ps7 + ps8 + inst_y^1 + inst_y^2 + inst_y^3"
#>
#> Estimate Std. Error t value Pr(>|t|)
#> Constante 8.30862e-02 2.24518e-03 37.00645 < 2.22e-16 ***
#> y^1 6.77452e-02 3.79020e-03 17.87379 < 2.22e-16 ***
#> y^2 2.06887e-02 3.81507e-03 5.42288 5.8997e-08 ***
#> y^3 -1.35795e-02 4.28911e-03 -3.16605 0.0015465 **
#> z1 -7.79162e-04 8.21321e-05 -9.48669 < 2.22e-16 ***
#> z2 -2.54823e-02 1.85051e-03 -13.77045 < 2.22e-16 ***
#> z3 1.02558e-02 2.10396e-03 4.87451 1.0951e-06 ***
#> z4 3.40386e-04 5.87519e-04 0.57936 0.5623482
#> z5 -7.86386e-04 2.52459e-03 -0.31149 0.7554293
#> ps1 -4.26708e-02 1.70603e-02 -2.50117 0.0123826 *
#> ps2 2.17469e-02 1.94980e-02 1.11534 0.2647118
#> ps3 -2.41246e-02 1.33871e-02 -1.80207 0.0715418 .
#> ps4 3.11561e-02 1.28851e-02 2.41798 0.0156113 *
#> ps5 -1.21020e-02 3.03183e-02 -0.39916 0.6897739
#> ps6 2.31777e-02 1.72462e-02 1.34393 0.1789773
#> ps7 -4.02475e-03 1.03864e-02 -0.38750 0.6983881
#> ps8 -1.02249e-02 2.98625e-02 -0.34240 0.7320531
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#>
#> Residual standard error: 0.063009 on 4830 degrees of freedom
#> Number of observations: 4847 Degrees of Freedom: 4830
#> SSR: 19.175769 MSE: 0.00397 Root MSE: 0.063009
#> Multiple R-Squared: 0.192375 Adjusted R-Squared: 0.1897
# fitted values
head(predict(est))
#> s1 s2 s3 s4 s5 s6
#> [1,] 0.3148521 0.007088799 0.2718483 0.10431671 0.04797565 0.12398362
#> [2,] 0.2815752 0.007296639 0.3765217 0.07960349 0.03833235 0.11151020
#> [3,] 0.2159977 0.068854341 0.3748992 0.04737345 0.03658791 0.09920668
#> [4,] 0.2333557 0.069060035 0.3759948 0.04441345 0.02861974 0.09857289
#> [5,] 0.1253354 0.103084623 0.2460621 0.03725748 0.04965151 0.12915065
#> [6,] 0.2247643 0.075434197 0.3746137 0.03903780 0.03360408 0.10165050
#> s7 s8
#> [1,] 0.03439408 0.04200202
#> [2,] 0.04535731 0.01645048
#> [3,] 0.07163017 0.06119997
#> [4,] 0.07645149 0.04879235
#> [5,] 0.18377317 0.09936264
#> [6,] 0.07717741 0.04963816
# Residuals
head(residuals(est))
#> s1 s2 s3 s4 s5 s6
#> 1 0.19184705 -0.007088799 0.09355974 -0.094572495 0.01048964 -0.0764805708
#> 2 -0.02243903 -0.007296639 0.22148493 -0.007344349 -0.03833235 -0.0699819603
#> 3 0.23676673 -0.036203058 -0.08060230 -0.031265482 -0.03658791 -0.0099598331
#> 4 0.02755754 -0.058021400 -0.14117293 -0.014308084 -0.01557408 0.1026313179
#> 5 -0.11269960 0.092265383 0.02687199 0.013538576 -0.02791788 0.0275337059
#> 6 0.00672091 -0.014730029 -0.08201964 -0.007066936 -0.03319938 -0.0008815854
#> s7 s8
#> 1 -0.030740001 -0.0383479352
#> 2 -0.045357306 -0.0006697501
#> 3 0.016745977 -0.0524929638
#> 4 -0.040826807 0.1499030874
#> 5 0.055044122 -0.0708056495
#> 6 0.008617811 0.1219522859
# Covariance Matrix
dim(vcov(est))
#> [1] 136 136
Created on 2022-07-29 by the reprex package (v2.0.1)
Upvotes: 0
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