genmodel {penppml}

Generating Model Structure

Description

genmodel transforms a data frame into the needed components for our main functions (a y vector, a x matrix and a fes list).

Usage

genmodel(
  data,
  dep = NULL,
  indep = NULL,
  fixed = NULL,
  cluster = NULL,
  selectobs = NULL
)

Arguments

data

A data frame containing all relevant variables.

dep

A string with the name of the independent variable or a column number.

indep

A vector with the names or column numbers of the regressors. If left unspecified, all remaining variables (excluding fixed effects) are included in the regressor matrix.

fixed

A vector with the names or column numbers of factor variables identifying the fixed effects, or a list with the desired interactions between variables in data.

cluster

Optional. A string with the name of the clustering variable or a column number. It's also possible to input a vector with several variables, in which case the interaction of all of them is taken as the clustering variable.

selectobs

Optional. A vector indicating which observations to use.

Value

A list with four elements:

• y: y vector.

• x: x matrix.

• fes: list of fixed effects.

• cluster: cluster vector.