Two scales are available. With structural = TRUE (the default)
these are the residuals of y = alpha_i + x'beta + z'delta + e
on the original rows; with structural = FALSE they are the
residuals of the FOD-transformed model on the transformed rows, i.e.
the ones the likelihood treats as N(0, sigma^2).
Usage
# S3 method for class 'copregpanel'
residuals(object, structural = TRUE, ...)Examples
# \donttest{
set.seed(1)
N <- 30L; Time <- 6L
d <- data.frame(id = rep(seq_len(N), each = Time),
year = rep(seq_len(Time), times = N))
alpha <- rep(rnorm(N), each = Time)
e <- rnorm(N * Time)
d$x <- exp(rnorm(N * Time) + 0.5 * e) # endogenous: correlated with e
d$z <- rnorm(N * Time) # exogenous
d$y <- alpha + 0.5 * d$x + d$z + e
fit <- CopRegPANEL(y ~ x | z, data = d, index = c("id", "year"),
nboots = 15, verbose = FALSE)
residuals(fit)
#> 1 2 3 4 5
#> 1.4475540650 -0.0585834682 0.4426332250 -0.0560671715 -1.3753237448
#> 6 7 8 9 10
#> -0.4002129055 -0.5276841881 -0.2861528292 0.9051908428 0.6091600061
#> 11 12 13 14 15
#> -0.3373347404 -0.3631790912 0.5096459172 0.3855896955 -0.8787914759
#> 16 17 18 19 20
#> -0.7963049269 0.1929446503 0.5869161398 0.0002037294 0.8968694262
#> 21 22 23 24 25
#> 0.3925564760 -0.5702770419 0.4232603724 -1.1426129621 0.9917509586
#> 26 27 28 29 30
#> 1.6086264016 -0.7357850852 -1.5140636044 0.1278759915 -0.4784046620
#> 31 32 33 34 35
#> 2.1578302477 -0.4991104004 0.2411612753 -0.5470769895 -1.1459938853
#> 36 37 38 39 40
#> -0.2068102478 -2.1882029637 1.1634032949 -0.1583456873 2.0379517638
#> 41 42 43 44 45
#> 0.1002696652 -0.9550760728 0.8139016549 -0.6667686116 -0.9379219385
#> 46 47 48 49 50
#> 0.6264522002 -0.1355554760 0.2998921710 0.2876193863 -0.3298790380
#> 51 52 53 54 55
#> -0.3328453150 0.1902360178 1.4223522313 -1.2374832823 0.4159409155
#> 56 57 58 59 60
#> -0.1687033353 0.6415116974 -0.6947018442 0.0307627657 -0.2248101992
#> 61 62 63 64 65
#> -1.3486340062 0.3673906837 0.2638843877 0.2327536626 0.6962835382
#> 66 67 68 69 70
#> -0.2116782660 -0.5788754019 0.0178108780 -0.6082170823 0.2730035002
#> 71 72 73 74 75
#> 0.0496734677 0.8466046382 -1.1704409693 -0.1826787780 -1.0311697866
#> 76 77 78 79 80
#> 1.4177666390 0.3089753006 0.6575475942 0.1640752646 1.5496550143
#> 81 82 83 84 85
#> -1.0162283404 -0.8703356208 1.1426058221 -0.9697721398 0.0785029288
#> 86 87 88 89 90
#> -0.3621207347 -0.1745094009 -0.1303598474 0.6703900777 -0.0819030236
#> 91 92 93 94 95
#> -0.7635205906 1.0121968461 -0.3693858351 -0.4686421906 -0.1328594263
#> 96 97 98 99 100
#> 0.7222111965 0.1982761875 0.2025395443 -0.5289574263 -0.0116911847
#> 101 102 103 104 105
#> 0.3270577746 -0.1872248954 0.9807684503 -1.0284439135 1.0223506651
#> 106 107 108 109 110
#> -1.0866876777 0.2068637278 -0.0948512520 -0.0650475594 0.4969569978
#> 111 112 113 114 115
#> -1.3122738429 1.9204833564 -1.1432121337 0.1030931818 -0.6252556947
#> 116 117 118 119 120
#> -0.2230444486 2.4734618844 0.4461370273 -0.8036630258 -1.2676357426
#> 121 122 123 124 125
#> 0.9143796881 0.5164787863 0.2246632644 -0.2848039589 -0.9197569169
#> 126 127 128 129 130
#> -0.4509608630 0.8630560478 -0.8003765576 -1.6138215981 1.7539369073
#> 131 132 133 134 135
#> 0.2301062224 -0.4329010217 0.7391930304 0.6028197919 -0.9436866448
#> 136 137 138 139 140
#> 1.8074814285 -0.5327280843 -1.6730795216 -0.6501418475 -0.1992716932
#> 141 142 143 144 145
#> 1.9872679007 -0.3730535867 -0.0878676929 -0.6769330804 -0.9993473491
#> 146 147 148 149 150
#> -0.8899860604 -0.0408793570 1.3487236587 0.2101466109 0.3713424969
#> 151 152 153 154 155
#> -1.1206864889 1.2854473517 0.3955142915 -1.3258186898 0.7534168249
#> 156 157 158 159 160
#> 0.0121267106 1.5808943904 -0.6524311954 -0.4861287714 -0.8460319893
#> 161 162 163 164 165
#> -0.0799657191 0.4836632848 -0.4985894389 1.1305983512 -0.8309789645
#> 166 167 168 169 170
#> -0.7872668013 1.6571210370 -0.6708841835 -0.2058856512 -0.9068388920
#> 171 172 173 174 175
#> -0.2089538738 1.2452048576 1.0310800118 -0.9546064525 -2.6455752378
#> 176 177 178 179 180
#> 2.2873195291 0.3058109828 0.2262089447 -0.3959838228 0.2222196040
residuals(fit, structural = FALSE)
#> 1 2 3 4 5
#> 1.5857160292 0.2581846205 0.9120700972 0.6790811484 -0.6895074869
#> 7 8 9 10 11
#> -0.5780490661 -0.4379223606 0.8102898430 0.7833606364 0.0182747157
#> 13 14 15 16 17
#> 0.5582891304 0.5450626768 -0.7563087293 -0.9685570845 -0.2785799119
#> 19 20 21 22 23
#> 0.0002231743 1.0027760573 0.7122478881 -0.1719547899 1.1072396533
#> 25 26 27 28 29
#> 1.0864087429 2.0202612482 -0.0989471496 -1.0931250259 0.4287051614
#> 31 32 33 34 35
#> 2.3637846038 -0.0755168800 0.7573002295 0.1055934833 -0.6641031189
#> 37 38 39 40 41
#> -2.3970562473 0.8114273688 -0.4786760328 2.0129539018 0.7462421278
#> 43 44 45 46 47
#> 0.8915845920 -0.5634760277 -1.0405453162 0.4444059048 -0.3079079840
#> 49 50 51 52 53
#> 0.3150712517 -0.3045023267 -0.3965359751 0.0798546258 1.8807877285
#> 55 56 57 58 59
#> 0.4556404440 -0.0956088467 0.8121252441 -0.4880021475 0.1807173766
#> 61 62 63 64 65
#> -1.4773545340 0.1091915401 0.0214468964 -0.0077967042 0.6420259488
#> 67 68 69 70 71
#> -0.6341262312 -0.1095273079 -0.8642739693 -0.1429975800 -0.5635154348
#> 73 74 75 76 77
#> -1.2821538422 -0.4659596399 -1.5813043329 0.7630202938 -0.2464778326
#> 79 80 81 82 83
#> 0.1797354471 1.7692553214 -0.6787280929 -0.7811851140 1.4936767813
#> 85 86 87 88 89
#> 0.0859956499 -0.3873095008 -0.2833795074 -0.3466872035 0.5319515534
#> 91 92 93 94 95
#> -0.8363949012 0.9609420829 -0.3547433711 -0.6232465990 -0.6046262358
#> 97 98 99 100 101
#> 0.2172006810 0.2707819980 -0.4950818895 -0.0666323462 0.3636527635
#> 103 104 105 106 107
#> 1.0743780078 -0.9305287583 1.1667461427 -0.9330056752 0.2133447082
#> 109 110 111 112 113
#> -0.0712560312 0.5410697380 -1.3906017976 1.9926948782 -0.8812709400
#> 115 116 117 118 119
#> -0.6849332964 -0.3891826982 2.6112246115 1.2098735386 0.3280782543
#> 121 122 123 124 125
#> 1.0016527626 0.7819023515 0.6724720550 0.3270517317 -0.3314888687
#> 127 128 129 130 131
#> 0.9454305315 -0.7018629961 -1.8453866580 1.5148741181 0.4688169183
#> 133 134 135 136 137
#> 0.8097453942 0.8392616028 -0.7022697448 2.3763195907 0.8063502342
#> 139 140 141 142 143
#> -0.7121947109 -0.3681686625 2.0494947467 0.0076316302 0.4165321301
#> 145 146 147 148 149
#> -1.0947301718 -1.2184955256 -0.5926069918 0.8638363217 -0.1139827041
#> 151 152 153 154 155
#> -1.2276505397 1.1865807129 0.5042629296 -1.3950582668 0.5241712667
#> 157 158 159 160 161
#> 1.7317830373 -0.3759415196 -0.2933089163 -0.8555910677 -0.3985458908
#> 163 164 165 166 167
#> -0.5461773652 1.1525593964 -0.7770865999 -1.0454301610 1.6461482780
#> 169 170 171 172 173
#> -0.2255364309 -1.0599141347 -0.5624950578 0.9854853089 1.4040923642
#> 175 176 177 178 179
#> -2.8980824707 1.9657323695 0.2497005916 0.2556377752 -0.4371358352
# }