Control variables with ACF correction error

[matthiasfru]

Hi Gabrielle,

when trying to run a ACF-corrected model with non-NULL control variables the command throws an error:

prodestACF(Y = chilean$Y, fX = chilean$fX1, sX = chilean$sX, 
    pX = chilean$pX, cX = chilean$cX, idvar = chilean$idvar, timevar = chilean$timevar, 
    R = 5, opt = 'optim', theta0 = NULL, cluster = NULL)

yields

Warning message in coef(first.stage)[2:(1 + snum + fnum + cnum)] + rnorm((snum + :
“longer object length is not a multiple of shorter object length”Warning message in coef(first.stage)[2:(1 + snum + fnum + cnum)] + rnorm((snum + :
“longer object length is not a multiple of shorter object length”Warning message in coef(first.stage)[2:(1 + snum + fnum + cnum)] + rnorm((snum + :
“longer object length is not a multiple of shorter object length”Warning message in coef(first.stage)[2:(1 + snum + fnum + cnum)] + rnorm((snum + :
“longer object length is not a multiple of shorter object length”Warning message in coef(first.stage)[2:(1 + snum + fnum + cnum)] + rnorm((snum + :
“longer object length is not a multiple of shorter object length”Warning message in coef(first.stage)[2:(1 + snum + fnum + cnum)] + rnorm((snum + :
“longer object length is not a multiple of shorter object length”Warning message in matrix(unlist(lapply(boot.indices, finalACF, data = data, fnum = fnum, :
“data length [10] is not a sub-multiple or multiple of the number of rows [4]”
Error in names(betas$betas) <- res.names: 'names' attribute [3] must be the same length as the vector [2]

The issue maybe related to line 88 prodestACF.R

theta0 <- coef(first.stage)[2:(1 + snum + fnum + cnum)] + rnorm((snum + fnum), 0, 0.01)

because this implies that length(theta0) = snum+fnum+cnum. But if length(theta0) = snum + fnum +cnum the optimization routine on throws an error on line 144, namely that Error in mX %*% theta : non-conformable arguments.

So I guess the problem is what the proper length of theta0 should be or rather if the controls matter in the second stage, no?

Thank you for the package, Matthias

[GabrieleRovigatti]

Dear Matthias,

thanks for the message and sorry for the very late reply: I must have missed it!

I will be looking into the issue - which, by the way, seems to me that has to do exactly with the lines of code you mention - and let you know as soon as possible.

Sorry again for the late reply,

Gabriele