[R] pgmm error message, Error in terms.default(formula) : no terms component nor attribute

[Xin Shi]

Dear

I try to use pgmm to estimate dynamic model for panel data. I got the message below. It is appreciate that you could help on this. data<-read.csv("G:/MMU/Research/Urbanlisation/paneldata.csv",sep=",", header=TRUE) library(plm) library(Formula) urban<-pdata.frame(data, index=c("id","year_begin")) y<-urban[,7] x1<-urban[,8] x2<-urban[,9] x3<-urban[,10] x4<-urban[,11] z1<-pgmm(formula=y~lag(y,0:1)+x2+x3+x4,data=urban, effect = "twoways", model = "twosteps") Error in terms.default(formula) : no terms component nor attribute

Xin
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Dr.Xin Shi
Reader in Applied Statistics
Director of DBA Programme
Room 609
Department of Marketing, Operations and Digital Business
Business School
All Saints Campus
Manchester Metropolitan University
Oxford Road
Manchester
M15 6BH
United Kingdom
E-mail: X.Shi at mmu.ac.uk<mailto:X.Shi at mmu.ac.uk>
Telephone: +44 (0)161 247 3841
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