ecq {dlsem} | R Documentation |
Lag shape constructors
Description
Lag shape constructors to be used in model formulas.
Usage
ecq(x, a, b, x.group = NULL, nlag = NULL)
qd(x, a, b, x.group = NULL, nlag = NULL)
ld(x, a, b, x.group = NULL, nlag = NULL)
gam(x, a, b, x.group = NULL, nlag = NULL)
Arguments
x |
The name of the variable. |
a , b |
The shape parameters. |
nlag |
The number of lags considered. If |
x.group |
The name of the group factor (optional). |
References
A. Magrini (2020). A family of theory-based lag shapes for distributed-lag linear regression. To be appeared on Italian Journal of Applied Statistics.
Examples
data(industry)
# example in linear regression
m1 <- lm(Consum ~ -1+Region+ecq(Job,0,5,x.group=Region), data=industry)
m2 <- lm(Consum ~ -1+Region+gam(Job,0.85,0.2,x.group=Region), data=industry)
[Package dlsem version 2.4.6 Index]