Не числовой c аргумент для ошибки двоичного аргумента при оценке VAR панели - PullRequest
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Не числовой c аргумент для ошибки двоичного аргумента при оценке VAR панели

2 голосов
/ 11 января 2020

Я пытаюсь запустить Panel VAR в R с помощью пакета panelvar. Я попытался запустить следующий кусок кода, и он дает мне ошибку 

library(panelvar)

finaldata <- read.csv(file = "panelset.csv", sep = ";", 
                      header = TRUE)

colnames(finaldata) <- c("Country","Period","Debt","Equity","Fed","US GDP")


panel_regression <-
  pvarfeols(dependent_vars = "Debt",
            lags = 1,
            exog_vars = c("Fed","US GDP"),
            data = finaldata,
            panel_identifier= c("Country", "Period"))

summary(panel_regression)

, которую я получаю, ошибка 

Error in validObject(.Object) : 
  invalid class “texreg” object: invalid object for slot "model.name" in class "texreg": got class "NULL", should be or extend class "character"

Error in x - mean(x, na.rm = TRUE) : 
  non-numeric argument to binary operator
In addition: Warning message:
In mean.default(x, na.rm = TRUE) :
  argument is not numeric or logical: returning NA

Может кто-нибудь посоветовать мне, что я делаю неправильно здесь?

Я воспроизвел свой набор данных ниже (извините, он довольно длинный) 

structure(list(Country = c("Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Argentina", 
"Argentina", "Argentina", "Argentina", "Argentina", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil", 
"Brazil", "Brazil", "Brazil", "Brazil", "Brazil", "Brazil"), 
    Period = c("1991-01-01", "1991-04-01", "1991-07-01", "1991-10-01", 
    "1992-01-01", "1992-04-01", "1992-07-01", "1992-10-01", "1993-01-01", 
    "1993-04-01", "1993-07-01", "1993-10-01", "1994-01-01", "1994-04-01", 
    "1994-07-01", "1994-10-01", "1995-01-01", "1995-04-01", "1995-07-01", 
    "1995-10-01", "1996-01-01", "1996-04-01", "1996-07-01", "1996-10-01", 
    "1997-01-01", "1997-04-01", "1997-07-01", "1997-10-01", "1998-01-01", 
    "1998-04-01", "1998-07-01", "1998-10-01", "1999-01-01", "1999-04-01", 
    "1999-07-01", "1999-10-01", "2000-01-01", "2000-04-01", "2000-07-01", 
    "2000-10-01", "2001-01-01", "2001-04-01", "2001-07-01", "2001-10-01", 
    "2002-01-01", "2002-04-01", "2002-07-01", "2002-10-01", "2003-01-01", 
    "2003-04-01", "2003-07-01", "2003-10-01", "2004-01-01", "2004-04-01", 
    "2004-07-01", "2004-10-01", "2005-01-01", "2005-04-01", "2005-07-01", 
    "2005-10-01", "2006-01-01", "2006-04-01", "2006-07-01", "2006-10-01", 
    "2007-01-01", "2007-04-01", "2007-07-01", "2007-10-01", "2008-01-01", 
    "2008-04-01", "2008-07-01", "2008-10-01", "2009-01-01", "2009-04-01", 
    "2009-07-01", "2009-10-01", "2010-01-01", "2010-04-01", "2010-07-01", 
    "2010-10-01", "2011-01-01", "2011-04-01", "2011-07-01", "2011-10-01", 
    "2012-01-01", "2012-04-01", "2012-07-01", "2012-10-01", "2013-01-01", 
    "2013-04-01", "2013-07-01", "2013-10-01", "2014-01-01", "2014-04-01", 
    "2014-07-01", "2014-10-01", "2015-01-01", "2015-04-01", "2015-07-01", 
    "2015-10-01", "2016-01-01", "2016-04-01", "2016-07-01", "2016-10-01", 
    "2017-01-01", "2017-04-01", "2017-07-01", "2017-10-01", "2018-01-01", 
    "2018-04-01", "2018-07-01", "2018-10-01", "1991-01-01", "1991-04-01", 
    "1991-07-01", "1991-10-01", "1992-01-01", "1992-04-01", "1992-07-01", 
    "1992-10-01", "1993-01-01", "1993-04-01", "1993-07-01", "1993-10-01", 
    "1994-01-01", "1994-04-01", "1994-07-01", "1994-10-01", "1995-01-01", 
    "1995-04-01", "1995-07-01", "1995-10-01", "1996-01-01", "1996-04-01", 
    "1996-07-01", "1996-10-01", "1997-01-01", "1997-04-01", "1997-07-01", 
    "1997-10-01", "1998-01-01", "1998-04-01", "1998-07-01", "1998-10-01", 
    "1999-01-01", "1999-04-01", "1999-07-01", "1999-10-01", "2000-01-01", 
    "2000-04-01", "2000-07-01", "2000-10-01", "2001-01-01", "2001-04-01", 
    "2001-07-01", "2001-10-01", "2002-01-01", "2002-04-01", "2002-07-01", 
    "2002-10-01", "2003-01-01", "2003-04-01", "2003-07-01", "2003-10-01", 
    "2004-01-01", "2004-04-01", "2004-07-01", "2004-10-01", "2005-01-01", 
    "2005-04-01", "2005-07-01", "2005-10-01", "2006-01-01", "2006-04-01", 
    "2006-07-01", "2006-10-01", "2007-01-01", "2007-04-01", "2007-07-01", 
    "2007-10-01", "2008-01-01", "2008-04-01", "2008-07-01", "2008-10-01", 
    "2009-01-01", "2009-04-01", "2009-07-01", "2009-10-01", "2010-01-01", 
    "2010-04-01", "2010-07-01", "2010-10-01", "2011-01-01", "2011-04-01", 
    "2011-07-01", "2011-10-01", "2012-01-01", "2012-04-01", "2012-07-01", 
    "2012-10-01", "2013-01-01", "2013-04-01", "2013-07-01", "2013-10-01", 
    "2014-01-01", "2014-04-01", "2014-07-01", "2014-10-01", "2015-01-01", 
    "2015-04-01", "2015-07-01", "2015-10-01", "2016-01-01", "2016-04-01", 
    "2016-07-01", "2016-10-01", "2017-01-01", "2017-04-01", "2017-07-01", 
    "2017-10-01", "2018-01-01", "2018-04-01", "2018-07-01", "2018-10-01"
    ), Debt = c(0.399188457454692, 0.022672297678146, 0.0116136537493237, 
    7.92454610383002, 0.945931372962904, 0.524297636454574, 0.468153696381207, 
    0.154516550710679, 0.757055779332188, 22.1975840458252, 0.902900351272925, 
    3.71828939409316, 1.46737458508695, 0.125546208703621, 1.68072199307099, 
    1.95776335373338, -0.970156572166896, 0.995295199649776, 
    1.13274921779538, 1.87192742714579, 2.82885492851474, 1.74627220364152, 
    2.24304913308424, 2.21864154888705, 3.44477381023249, 1.29258037701881, 
    2.03933972922678, 1.09096730841007, 2.67277749906074, 3.14794334492405, 
    2.04809125207211, 0.114476927983192, 0.624027318412421, 2.18877850647622, 
    0.0654976908247524, 1.72135205824217, 1.98766307724775, 1.03180516387514, 
    -0.193944962853301, -1.27476779414629, -2.24680266145076, 
    -1.21934710551748, -2.37071736665319, -2.21068117757116, 
    -2.09559026697161, -0.791630759675286, 0.0939386661551566, 
    -1.07606630432647, -1.3683822728305, -1.17638994043959, -0.289398518904522, 
    -1.68500622147193, -1.88025000334968, -0.488635248102927, 
    -0.996143590796292, -0.940827238906696, -1.33546527911977, 
    -0.264639521122357, 0.369377679177478, 0.407831286787086, 
    0.940854951371161, 0.577138587792623, 0.257191375916894, 
    0.656536970193242, 0.574258570348317, 1.28243057447825, -0.361485630591475, 
    0.235029475677136, -0.0482548183823018, -0.227042651665518, 
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-224L))

TIA!

1 Ответ

1 голос
/ 11 января 2020

Проблема, кажется, ошибка в коде, где мы указываем только один dependent_vars, атрибут dimnames возвращает NULL для row.names 

library(panelvar)
attr(panel_regression$OLS$coef, "dimnames")[[1]]
#NULL

Это можно проверить построив модель с несколькими dependent_vars, что не так, например (например, из ?pvarfeols) 

data(Cigar)
ex1_feols <-
 pvarfeols(dependent_vars = c("log_sales", "log_price"),
      lags = 1,
      exog_vars = c("cpi"),
      transformation = "demean",
      data = Cigar,
      panel_identifier= c("state", "year"))
summary(ex1_feols)
attr(ex1_feols$OLS$coef, "dimnames")[[1]]
#[1] "demeaned_log_sales" "demeaned_log_price"

Один из вариантов - установить attr ibute

вручную 
attr(panel_regression$OLS$coef, "dimnames")[[1]] <- "demeaned_Debt"

Теперь он должен работать с summary

summary(panel_regression)
---------------------------------------------------
Fixed Effects OLS Panel VAR estimation 
---------------------------------------------------
Transformation: demean 
Group variable: Country 
Time variable: Period 
Number of observations = 224 
Number of groups = 2 
Obs per group: min = 112 
               avg = 112 
               max = 112 

=================================
                    demeaned_Debt
---------------------------------
demeaned_lag1_Debt   0.8185 ***  
                    (0.0192)     
demeaned_Fed        -0.0064      
                    (0.0319)     
demeaned_US GDP      0.0000      
                    (0.0000)     
=================================
*** p < 0.001, ** p < 0.01, * p < 0.05
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