- using R Under development (unstable) (2012-02-23 r58468)
- using platform: i686-pc-linux-gnu (32-bit)
- using session charset: UTF-8
- checking for file ‘tonymisc/DESCRIPTION’ ... OK
- this is package ‘tonymisc’ version ‘1.0.2’
- checking package dependencies ... OK
- checking if this is a source package ... OK
- checking if there is a namespace ... NOTE
As from R 2.14.0 all packages need a namespace.
One will be generated on installation, but it is better to handcraft a
NAMESPACE file: R CMD build will produce a suitable starting point.
- checking for executable files ... OK
- checking whether package ‘tonymisc’ can be installed ... OK
- checking installed package size ... OK
- checking package directory ... OK
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- checking for sufficient/correct file permissions ... OK
- checking DESCRIPTION meta-information ... OK
- checking top-level files ... OK
- checking index information ... OK
- checking package subdirectories ... OK
- checking R files for non-ASCII characters ... OK
- checking R files for syntax errors ... OK
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- checking S3 generic/method consistency ... OK
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- checking foreign function calls ... OK
- checking R code for possible problems ... NOTE
getSummary.pgmm: no visible global function definition for ‘mtest’
getSummary.pgmm: no visible global function definition for ‘sargan’
print.mfx: warning in printCoefmat(x$coefficients[-1, ], P.value =
TRUE, has.Pvalue = TRUE): partial argument match of 'P.value' to
'P.values'
print.mfx: warning in printCoefmat(x$LRTest, P.value = TRUE, has.Pvalue
= TRUE): partial argument match of 'P.value' to 'P.values'
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- checking for unstated dependencies in examples ... WARNING
‘library’ or ‘require’ calls not declared from:
‘Ecdat’ ‘plm’
‘data(package=)’ call not declared from: ‘plm’
- checking contents of ‘data’ directory ... OK
- checking data for non-ASCII characters ... OK
- checking data for ASCII and uncompressed saves ... OK
- checking examples ... ERROR
Running examples in ‘tonymisc-Ex.R’ failed
The error most likely occurred in:
> ### Name: getSummary.robust
> ### Title: getSummary Methods for Extending mtable()
> ### Aliases: getSummary.robust getSummary.ivreg getSummary.gls
> ### getSummary.tonyiv getSummary.plm getSummary.pgmm getSummary.mfx
>
> ### ** Examples
>
>
> ## --------------------------------- ##
> ## Example 1: Extensions for Robust ##
> ## --------------------------------- ##
>
> library(tonymisc)
> data(mktshare)
>
> mkt.lm = lm(y~x1+x2+p+z1, data=mktshare)
>
>
> mkt.rob = robust(mkt.lm) ## Default is hc3 heteroskedasticity corrrection
> mkt.rob2 = robust(mkt.lm, type = "hc1") ## Can specify hc0, hc1, hc2, hc3
> mkt.rob3 = robust(mkt.lm, type = "no") ## Can specify type = "no" for not corrected SEs
>
> mtable(mkt.rob, mkt.rob2, mkt.rob3) ## Coding Kludge: no correction is reported as type = hc9
Calls:
mkt.rob: lm(resp ~ RHS, data = mktshare)
mkt.rob2: lm(resp ~ RHS, data = mktshare)
mkt.rob3: lm(resp ~ RHS, data = mktshare)
=================================================
mkt.rob mkt.rob2 mkt.rob3
-------------------------------------------------
(Intercept) -22.947*** -22.947*** -22.947***
(0.379) (0.364) (0.425)
x1 2.347*** 2.347*** 2.347***
(0.090) (0.087) (0.103)
x2 4.661*** 4.661*** 4.661***
(0.122) (0.117) (0.103)
p -0.779*** -0.779*** -0.779***
(0.092) (0.089) (0.073)
z1 -0.495*** -0.495*** -0.495***
(0.117) (0.113) (0.113)
-------------------------------------------------
R-squared 0.986 0.986 0.986
adj. R-squared 0.985 0.985 0.985
sigma 0.828 0.828 0.828
F (omnibus) 1967.939 2136.217 1643.586
p-val (omnibus) 0.000 0.000 0.000
N 100 100 100
type hc3 hc1 hc9
=================================================
>
> mkt.rob4= robust(mkt.lm, keep="p") ## keeps intercept by default
> mkt.rob5= robust(mkt.lm, keep=c("x1","p")) ## can keep more than one
> mkt.rob6= robust(mkt.lm, keep=c("x1", "p"), drop="(Intercept)") ## Drop intercept.
>
> mtable(mkt.rob4, mkt.rob5, mkt.rob6)
Calls:
mkt.rob4: lm(resp ~ RHS, data = mktshare)
mkt.rob5: lm(resp ~ RHS, data = mktshare)
mkt.rob6: lm(resp ~ RHS, data = mktshare)
=================================================
mkt.rob4 mkt.rob5 mkt.rob6
-------------------------------------------------
(Intercept) -22.947*** -22.947***
(0.379) (0.379)
p -0.779*** -0.779*** -0.779***
(0.092) (0.092) (0.092)
x1 2.347*** 2.347***
(0.090) (0.090)
-------------------------------------------------
R-squared 0.986 0.986 0.986
adj. R-squared 0.985 0.985 0.985
sigma 0.828 0.828 0.828
F (omnibus) 1967.939 1967.939 1967.939
p-val (omnibus) 0.000 0.000 0.000
N 100 100 100
type hc3 hc3 hc3
=================================================
>
> mkt.rob7= robust(mkt.lm, type="no", drop=c("x1","z1")) ## type="no": extends selective output to lm
> mkt.rob8= robust(mkt.lm, drop="(Intercept)", keep=c("x1", "x2")) ## Can drop intercept and specify keep
>
> mtable(mkt.rob7, mkt.rob8)
Calls:
mkt.rob7: lm(resp ~ RHS, data = mktshare)
mkt.rob8: lm(resp ~ RHS, data = mktshare)
======================================
mkt.rob7 mkt.rob8
--------------------------------------
(Intercept) -22.947***
(0.425)
x2 4.661*** 4.661***
(0.103) (0.122)
p -0.779***
(0.073)
z1 -0.495***
(0.113)
x1 2.347***
(0.090)
--------------------------------------
R-squared 0.986 0.986
adj. R-squared 0.985 0.985
sigma 0.828 0.828
F (omnibus) 1643.586 1967.939
p-val (omnibus) 0.000 0.000
N 100 100
type hc9 hc3
======================================
>
> ## ------------------------------- ##
> ## Example 2: Extensions for ivreg ##
> ## ------------------------------- ##
>
> library(tonymisc)
> data(mktshare)
>
> mkt.aer = ivreg(y~x1+x2+p|x1+x2+z1+z2,data=mktshare)
> mkt.aer2 = ivreg(y~x1+x2+p|x1+z1+z2,data=mktshare)
>
> mtable(mkt.aer,mkt.aer2)
Calls:
mkt.aer: ivreg(formula = y ~ x1 + x2 + p | x1 + x2 + z1 + z2, data = mktshare)
mkt.aer2: ivreg(formula = y ~ x1 + x2 + p | x1 + z1 + z2, data = mktshare)
====================================================
mkt.aer mkt.aer2
----------------------------------------------------
(Intercept) -19.990*** -15.259**
(0.990) (5.309)
x1 2.101*** 3.283*
(0.147) (1.286)
x2 5.040*** 3.132
(0.193) (2.063)
p -1.553*** -1.457***
(0.255) (0.428)
----------------------------------------------------
R-squared 0.969 0.917
Wald Stat (2nd Stage) 999.550 262.036
p-value (Wald) 0.000 0.000
F-stat (1st Stage, relevance) 8.507
p-value relevance 0.000
J-Test Stat 2.369 0.000
p-value (J-Test) 0.124 1.000
N 100 100
====================================================
>
> ## ----------------------------- ##
> ## Example 3: Extensions for gls ##
> ## ----------------------------- ##
>
> library(tonymisc)
> data(mktshare)
>
> mkt.gls1 = gls(y~x1, data=mktshare,correlation=corAR1(form=~1))
> mkt.gls2 = gls(y~x1+x2, data=mktshare,correlation=corAR1(form=~1))
> mkt.gls3 = gls(y~x1, data=mktshare,correlation=corARMA(p=2,q=2,form=~1))
>
> mtable(mkt.aer,mkt.aer2)
Calls:
mkt.aer: ivreg(formula = y ~ x1 + x2 + p | x1 + x2 + z1 + z2, data = mktshare)
mkt.aer2: ivreg(formula = y ~ x1 + x2 + p | x1 + z1 + z2, data = mktshare)
====================================================
mkt.aer mkt.aer2
----------------------------------------------------
(Intercept) -19.990*** -15.259**
(0.990) (5.309)
x1 2.101*** 3.283*
(0.147) (1.286)
x2 5.040*** 3.132
(0.193) (2.063)
p -1.553*** -1.457***
(0.255) (0.428)
----------------------------------------------------
R-squared 0.969 0.917
Wald Stat (2nd Stage) 999.550 262.036
p-value (Wald) 0.000 0.000
F-stat (1st Stage, relevance) 8.507
p-value relevance 0.000
J-Test Stat 2.369 0.000
p-value (J-Test) 0.124 1.000
N 100 100
====================================================
>
> ## ----------------------------- ##
> ## Example 4: Extensions for mfx ##
> ## Note: SEs are approximate ##
> ## ----------------------------- ##
>
> library(tonymisc)
> library(Ecdat)
Error in library(Ecdat) : there is no package called ‘Ecdat’
Execution halted