preliminaryEstimate {panelSUR}

Obtain preliminary system equation estimates

Description

This function aims to obtain the preliminary (single within one or two way) estimate of the system equations.

Usage

preliminaryEstimate(modelFrame=modelFrame,
                    method=method)

Arguments

modelFrame

an object of the class prepareData,

method

the estimation method to be used, one of "1wayWB", "2wayWB", or "2wayQUE".

Value

An object of class preliminaryEstimate, which is a list of the following elements:

f1w

centered residuals of the oneway within estimation obtained for each single equation of the system,

f2w

centered residuals of the twoways within estimation obtained for each single equation of the system,

mi_f1w

individual means of the centered oneway within residuals,

mi_f2w

individual means of the centered twoways within residuals,

mt_f2w

time means of the centered twoways within residuals,

m_f1w

mean of the centered oneway within residuals,

reglist

list of the regressor matrix of each equation,

reglist2

list of the regressors data frame of each equation,

regnames

a vector whose elements are the names of all the variables included in each equation of the system,

final_regnames

a vector whose elements are the names of the variables considered in the system equations, taking into account only the first appearance of those affected by restrictions on the coefficients.