如下,这是帮助文件中对rqpd包formula的说明,请问FE中,竖线之后的s代表什么意思?CRE中,竖线之后的s以及z1、z2等等又代表什么意思? 另外,利用rqpd包可以设置工具变量吗?应该怎样操作呀? 诚心求教,希望明白的小伙伴帮忙解释一下呀~谢谢!
rqpd(formula, panel = panel(), data =parent.frame(), na.action, subset, contrasts = NULL, control = NULL, ...)
formula | A method-specific formula for the model employing the conventions of theFormula package, which has the additional operator "|". "rqpd"-formulas are specified as: FE: | y ~ x1 + x2 + ... | s | CRE: | y ~ x1 + x2 + ... | s | z1 + z2 + ... | | | The portion of the formulas before the (first) vertical bar is specified like the conventional lm or rq function formulas. The factor variable s specifies the structure of the panel, and in the FE model it represents the "fixed effects". This is typically an id column. The last part of the CRE formula is a specification of the variables in the CRE component. These are possibly endogenous variables (in the sense that they are affected by the fixed effects) and must be time-varying. Note that there are two vertical bars. |
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