Extract fitted model data and sample information

The model frame and economic design matrix contain only estimated observations, in panel order. formula() and terms() include constructed economic lags. nobs() counts estimated observations. df.residual() returns Inf for asymptotic normal MG inference; individual regression degrees of freedom are in object$units.

Usage

# S3 method for class 'csdm_fit'
nobs(object, ...)

# S3 method for class 'csdm_fit'
model.frame(formula, ...)

# S3 method for class 'csdm_fit'
model.matrix(object, ...)

# S3 method for class 'csdm_fit'
terms(x, ...)

# S3 method for class 'csdm_fit'
formula(x, ...)

# S3 method for class 'csdm_fit'
df.residual(object, ...)

Arguments

object, x, formula

A csdm_fit object.

...

Further arguments.