Use all variables in a model with {plm} in R - r

Question

Using different sources, I wrote a little function that creates a table with standard errors, t statistics and standard errors that are clustered according to a group variable "cluster" after a linear regression model. The code is as follows
cl1 <- function(modl,clust) {
# model is the regression model
# clust is the clustervariable
# id is a unique identifier in ids
library(plm)
library(lmtest)
# Get Formula
form <- formula(modl$call)
# Get Data frame
dat <- eval(modl$call$data)
dat$row <- rownames(dat)
dat$id <- ave(dat$row, dat[[deparse(substitute(clust))]], FUN =seq_along)
pdat <- pdata.frame(dat,
index=c("id", deparse(substitute(clust)))
, drop.index= F, row.names= T)
# # Regression
reg <- plm(form, data=pdat, model="pooling")
# # Adjustments
G <- length(unique(dat[, deparse(substitute(clust))]))
N <- length(dat[,deparse(substitute(clust))])
# # Resid degrees of freedom, adjusted
dfa <- (G/(G-1))*(N-1)/reg$df.residual
d.vcov <- dfa* vcovHC(reg, type="HC0", cluster="group", adjust=T)
table <- coeftest(reg, vcov=d.vcov)
# # Output: se, t-stat and p-val
cl1out <- data.frame(table[, 2:4])
names(cl1out) <- c("se", "tstat", "pval")
# # Cluster VCE
return(cl1out)
}
For a regression like reg1 <- lm (y ~ x1 + x2 , data= df), calling the function cl1(reg1, cluster) will work just fine.
However, if I use a model like reg2 <- lm(y ~ . , data=df), I will get the error message:
Error in terms.formula(object) : '.' in formula and no 'data' argument
After some tests, I am guessing that I can't use "." to signal "use all variables in the data frame" for {plm}. Is there a way I can do this with {plm}? Otherwise, any ideas on how I could improve my function in a way that does not use {plm} and that accepts all possible specifications of a linear model?

Answer 1

Indeed you can't use . notation for formula within plm pacakge.
data("Produc", package = "plm")
plm(gsp ~ .,data=Produc)
Error in terms.formula(object) : '.' in formula and no 'data' argument
One idea is to expand the formula when you have a .. Here is a custom function that does the job (surely is done within other packages):
expand_formula <-
function(form="A ~.",varNames=c("A","B","C")){
has_dot <- any(grepl('.',form,fixed=TRUE))
if(has_dot){
ii <- intersect(as.character(as.formula(form)),
varNames)
varNames <- varNames[!grepl(paste0(ii,collapse='|'),varNames)]
exp <- paste0(varNames,collapse='+')
as.formula(gsub('.',exp,form,fixed=TRUE))
}
else as.formula(form)
}
Now test it :
(eform = expand_formula("gsp ~ .",names(Produc)))
# gsp ~ state + year + pcap + hwy + water + util + pc + emp + unemp
plm(eform,data=Produc)
# Model Formula: gsp ~ state + year + pcap + hwy + water + util + pc + emp + unemp
# <environment: 0x0000000014c3f3c0>