I want to calculate a GMM model in R. To understand the formula (pgmm) better, I tried to run an example:
data("EmplUK", package = "plm")
ar <- pgmm(log(emp) ~ lag(log(emp), 1:2) + lag(log(wage), 0:1) +
lag(log(capital), 0:2) + lag(log(output), 0:2) | lag(log(emp), 2:99),
data = EmplUK, effect = "twoways", model = "twosteps")
mtest(ar, order = 1L)
mtest(ar, order = 2L, vcov = vcovHC)
However, every time I run this, this error occurs:
Error in lag():
! n must be a whole number, not an integer vector.
Run rlang::last_trace() to see where the error occurred.
How do I change the formula for that the error disappears?