diff pruN 1.2121/DESCRIPTION 1.2141/DESCRIPTION
 1.2121/DESCRIPTION 20240203 14:10:02.000000000 +0000
+++ 1.2141/DESCRIPTION 20240928 06:50:02.000000000 +0000
@@ 1,6 +1,6 @@
Package: AER
Version: 1.212
Date: 20240202
+Version: 1.214
+Date: 20240928
Title: Applied Econometrics with R
Authors@R: c(person(given = "Christian", family = "Kleiber", role = "aut", email = "Christian.Kleiber@unibas.ch",
comment = c(ORCID = "0000000267814733")),
@@ 22,9 +22,9 @@ Suggests: boot, dynlm, effects, fGarch,
Imports: stats, Formula (>= 0.20)
License: GPL2  GPL3
NeedsCompilation: no
Packaged: 20240203 03:57:36 UTC; zeileis
+Packaged: 20240928 02:34:53 UTC; zeileis
Author: Christian Kleiber [aut] (),
Achim Zeileis [aut, cre] ()
Maintainer: Achim Zeileis
Repository: CRAN
Date/Publication: 20240203 14:10:02 UTC
+Date/Publication: 20240928 06:50:01 UTC
diff pruN 1.2121/MD5 1.2141/MD5
 1.2121/MD5 20240203 14:10:02.000000000 +0000
+++ 1.2141/MD5 20240928 06:50:02.000000000 +0000
@@ 1,12 +1,12 @@
6a275fce880ab278929367e5dcd1f9f6 *DESCRIPTION
+efa298fdd68a83240df6b9eaeddbd88f *DESCRIPTION
2a204f006caa299b52cae788a9d49849 *NAMESPACE
e00fca26ae938965bf051c68172cbb03 *NEWS
+d1aef53b70aca99163082fe1d633f011 *NEWS.md
9471c81ab1fee37c18893e82425184a9 *R/coeftestmethods.R
c939ea5a5fc99674637505396b5fc14c *R/dispersiontest.R
6011128a4cac257b70a90b3e9c641758 *R/ivreg.R
3e21e992c6003f030449175a6099e532 *R/tobit.R
8faf250d78a120ba4c7ea2186efddd24 *build/partial.rdb
3a26a5b56fa17b65a4fe7c391ae70578 *build/vignette.rds
+cc1450c9307992545fa7a137feb65afe *R/tobit.R
+aa5e5a2cbfaea3d9b6cdbe378ac48cee *build/partial.rdb
+18eeb669fce329430e6b6128ca845d89 *build/vignette.rds
9f0f77339aed04276f88ebe76c9acb27 *data/Affairs.rda
41a98921a31c201dbcf471cc36bf9b47 *data/ArgentinaCPI.rda
123fd74789033668a5fbd116a61208be *data/BankWages.rda
@@ 123,13 +123,13 @@ ce79593f13ea25f8dcea3e8b0e86c6c0 *demo/C
24ffe6baf6f33cbe2bce4320f59b97e6 *demo/ChProgramming.R
35d8d28d238efa520dbbc50785a55cc8 *demo/ChTimeSeries.R
3e90c714c97233d018c6b616fc7c61e4 *demo/ChValidation.R
6822193aad735cef795f2a5e0528fbdb *inst/CITATION
+e5e200df9012bb504082497e5bbcc5ee *inst/CITATION
d320a0b0d4260e95b7f54aa7328e0d1d *inst/doc/AER.R
b13a8a569732c34ca62f226d55855166 *inst/doc/AER.Rnw
81ff2cb537b7baf8f8a58a0e1cf6c901 *inst/doc/AER.pdf
+59cc958593b1e42eb9e6496f3ca03033 *inst/doc/AER.pdf
55645a67fdf53c524f1352c9ba6a5910 *inst/doc/Sweavejournals.R
043acb4ba18e012bfc0c60717156d385 *inst/doc/Sweavejournals.Rnw
cf317ad4cfa9db4aabe76d5192e74993 *inst/doc/Sweavejournals.pdf
+da3ff3a79cce9059d9fec60a5e753894 *inst/doc/Sweavejournals.pdf
b96c8a347a604768948d9a1392cd27eb *man/Affairs.Rd
4afb2c56e98ee17f412cb0ad3786167b *man/ArgentinaCPI.Rd
b911b4a5e5e2f1d060d61592ea50390f *man/Baltagi2002.Rd
@@ 137,7 +137,7 @@ e37311e3919b8a04e12ffd43e8076b98 *man/Ba
68f5687b406278daed551ccb242a22e6 *man/BenderlyZwick.Rd
1d975c5e8304a06f5720df300853be77 *man/BondYield.Rd
efafc0f9f858f879f259c0453fe66949 *man/CASchools.Rd
356cdd226d939950a6d9c9effc7016f8 *man/CPS1985.Rd
+6ac1cdce1d3d765cd2cd294868fdeb47 *man/CPS1985.Rd
33afaa68305a52e5d40cd2fcd37d9d06 *man/CPS1988.Rd
79961590f8133efd8fb6436eb5317914 *man/CPSSW.Rd
8c1331862837f29bf6af799a753f0eee *man/CameronTrivedi1998.Rd
@@ 245,17 +245,17 @@ cc34a837cad33dbd00a528de7a7512ab *man/to
09ab183ef26bd0d986d93d298dde09a7 *tests/ChBasics.R
90702ce1c87f3914189b5cd9124f364c *tests/ChBasics.Rout.save
6e54fc4a9ccedc44805499bde5fe566f *tests/ChIntro.R
f7811a70d13bad37dd504c56616c8d05 *tests/ChIntro.Rout.save
+23a86959f324212bd5b5cba8e3dd9c67 *tests/ChIntro.Rout.save
5bfbc482f4b23a0b3918fd2532f699db *tests/ChLinearRegression.R
c35aab5de044c14e4ed2b3895394368c *tests/ChLinearRegression.Rout.save
+ca1e50300a5095246e17829fdccd0c5e *tests/ChLinearRegression.Rout.save
95c914cda22ba3a59e4adf050df0602c *tests/ChMicroeconometrics.R
6addaa005aea5a4bc3eb0697fc26da07 *tests/ChMicroeconometrics.Rout.save
+7a9e25f7422372997e6173cf9551120a *tests/ChMicroeconometrics.Rout.save
9612d8a9a789a570fe47bca1b59d5529 *tests/ChProgramming.R
49befeb0f42f734db3ceb2c755ebab94 *tests/ChProgramming.Rout.save
976c5122fc8e354c5c1ee324919308f0 *tests/ChTimeSeries.R
09bb7d67ed0c276100d497128942abf0 *tests/ChTimeSeries.Rout.save
310a390191d82bcb7dda0342a8b29bc2 *tests/ChValidation.R
365d604fcc2ae09c73684db340e9a618 *tests/ChValidation.Rout.save
+8c1b380b661d60b645e6df3298b7120a *tests/ChValidation.Rout.save
b13a8a569732c34ca62f226d55855166 *vignettes/AER.Rnw
043acb4ba18e012bfc0c60717156d385 *vignettes/Sweavejournals.Rnw
290f9aa4f0ebe92b19f3e68a93ec054c *vignettes/aer.bib
diff pruN 1.2121/NEWS 1.2141/NEWS
 1.2121/NEWS 20240202 07:58:09.000000000 +0000
+++ 1.2141/NEWS 19700101 00:00:00.000000000 +0000
@@ 1,347 +0,0 @@
Changes in Version 1.212

 o Omitted some examples and updated corresponding output for CRAN checks.


Changes in Version 1.211

 o Rather than quitting from examples in the manual pages, when the required packages are
 not available, the examples now stop() in noncheck settings.


Changes in Version 1.210

 o Improvements in coeftest() methods for "multinom" and "polr" objects to be compatible
 with recent extensions in lmtest >= 0.938.

 o Fixed a bug in the tests for weak instruments in ivdiag(): Interactions like x1:x2
 and x2:x1 were considered to be different variables although they are in fact equivalent.
 (Reported by Arne Henningsen and Ghislain Dossou.)

 o Use fullyqualified calls to survival::survreg() and survival::Surv() within the
 tobit() function so that AER::tobit() can be called without attaching the package
 (reported by Bill Denney).

 o Started replacing examples with repeated with() variable transformations with a
 single transform().


Changes in Version 1.29

 o Some examples from the AER book lead to small numeric differences across different
 platforms. Hence, these have been excluded now from tests/Ch*.R with an IGNORE_RDIFF
 comment for CRAN.

 o The examples on the manual pages for the books CameronTrivedi1998, Greene2003,
 WinkelmannBoes2009 are now excluded from testing to reduce the computational demands
 on CRAN. The corresponding analyses are mostly available on the manual pages for the
 underlying data sets, though.


Changes in Version 1.28

 o Starting from survival >= 3.16 the survival provides (or corrected) some standard
 S3 methods for "survreg" objects: fitted(), nobs(), weights(), vcov(). Previously,
 these were registered by AER" in order to work for "tobit" objects. For now,
 AER registers the methods for "tobit" objects. In the future, the methods will
 be dropped by AER altogether and inherited from survival (when AER depends on
 survival >= 3.16).


Changes in Version 1.27

 o Diagnostic tests ivdiag() for _weighted_ instrumental variables regression
 was incorrect as weights were erroneously ignored (detected and tested by
 Jonathan Siverskog).

 o vcov() method for "survreg" objects in "survival" currently (version 2.441.1)
 provides no row/column names. Hence, a new vcov() method for "tobit" objects
 was added in "AER" mimicking the naming conventions from survival:::summary.survreg.
 Analogously, a bread() method was added for "tobit" objects that calls
 the vcov() method internally.

 o linearHypothesis() method for tobit() objects no longer assumes that a scale
 parameter was estimated as part of the model. This enables the somewhat
 unusual but possible case of summary(tobit(..., dist = "exponential")).

 o In examples/demos/tests with calls to set.seed(...) the RNG version is now fixed
 to suppressWarnings(RNGversion("3.5.0")) to keep results exactly reproducible
 after fixing RNG problems in R 3.6.0.

 o New errata item in vignette("AER", package = "AER"): The formula interface for
 pgmm() has changed. As of "plm" version 1.70, the function dynformula() is
 deprecated. Examples, tests, and demos have been adapted accordingly.

 o In tests/ChIntro.R some quantreg computations are now wrapped into try()
 because the summary method yields nonfinite standard errors on some platforms.

 o In ?CameronTrivedi1998 one version of the negbinnegbin hurdle model is now
 wrapped into try() because evaluating the loglikelihood at the given start
 values becomes too unstable on some platforms.


Changes in Version 1.26

 o Added update() method for "ivreg" objects that correctly handles the
 twopart righthand side of the formula (suggested by Matthieu Stigler).

 o Use pdata.frame() instead of plm.data() as preparation for modeling
 with "plm" and certain "systemfit" functions (requires systemfit
 1.120).

 o The model.matrix() method for "ivreg" objects erroneously dropped
 the dimension of singlecolumn projected regressor matrices. This
 propagated to the estfun() method and hence lead to problems with
 sandwich covariances (reported by Justus Winkelmann).

 o In a bug fix the survival package changed the internal structure of
 survreg()$y starting from survival 2.427. This leads to incorrect
 summary() output for "tobit" objects which has been worked around
 now. Thanks to Terry Therneau for pointing out the problem and suggesting
 a fix.


Changes in Version 1.25

 o Support for aliased coefficients in ivreg() (suggested and tested by
 Liviu Andronic).

 o New data sets GoldSilver, MotorCycles2 and MSCISwitzerland, taken from
 Franses, van Dijk, Opschoor (2014): "Time Series Models for Business and
 Economic Forecasting", 2nd ed. For replication of the corresponding
 examples, several packages were added to the list of 'suggested' packages
 (including fGarch, forecast, longmemo, rugarch, vars).

 o Small improvements in DESCRIPTION/Imports and NAMESPACE for R CMD check.


Changes in Version 1.24

 o Reference output updated for recent versions of R.


Changes in Version 1.23

 o Package "splines" is loaded explicitly if needed (rather than assuming
 that it is loaded along with "survival").

 o Some URLs in the manual pages had been outdated and are updated (or omitted)
 now.


Changes in Version 1.22

 o Another bug fix in the new summary(ivreg_object, diagnostics = TRUE). If
 sandwich standard errors (or other vcov) were used, the chisquared form
 rather than the F form of the diagnostic Wald tests was computed and hence
 the pvalues were incorrect.

 o If there is more than one endogenous variable, summary(ivreg_object,
 diagnostics = TRUE) now reports separate tests of weak instruments for
 each endogenous variable.


Changes in Version 1.21

 o Bug fix in the new summary(ivreg_object, diagnostics = TRUE). If there
 is more than one endogenous variable, the degrees of freedom (and hence
 the associated pvalues) for the Sargan test were too large.

 o The examples employing "rgl" for 3d visualizations (e.g., for the SIC33
 data) are not tested anymore in R CMD check (as "rgl" currently has some
 problems on CRAN's checks for OS X).


Changes in Version 1.20

 o The summary() method for ivreg() now has a diagnostics=FALSE argument.
 If set to TRUE, three diagnostic tests are performed: an F test of
 the first stage regression for weak instruments, a WuHausman test
 for endogeneity, and a Sargan test of overidentifying restrictions
 (only if there are more instruments than regressors).

 o Added new data set EquationCitations provided by Fawcett & Higginson
 (2012, PNAS).

 o Changes in Depends/Imports/Suggests due to new CRAN check requirements.
 In particular, the "Formula" package is now only imported (but not
 loaded into the search path).


Changes in Version 1.19

 o Recompressed data sets in package to reduce file storage requirements.

 o ivreg() failed when used without instruments. Now fixed.

 o The summary() for ivreg() displayed the degrees of freedom of the
 overall Wald test incorrectly (although the pvalue was computed
 correctly).

 o Some technical changes for new R 2.14.0, e.g., adding Authors@R in
 DESCRIPTION, recompressing data, etc.


Changes in Version 1.18

 o The hat values for instrumental variables regressions are now
 computed in the hatvalues() method and not within ivreg.fit()
 to save computation time for large data sets.

 o Added nobs() method for "survreg" objects (and thus "tobit" objects).
 Modified "ivreg" objects so that default nobs() methods works.

 o Labeling in coeftest() method for "multinom" objects with
 binary responses has been fixed.

 o Example 21.4 in ?Greene2003 now employs the scaled regressor
 fincome/10000.


Changes in Version 1.17

 o Adapted some example in ?Greene2003 in order to work both with
 the old and new "dynlm" package. dynlm() now provides convenient
 support for linear time trends via dynlm(y ~ trend(y)) etc.


Changes in Version 1.16

 o Adapted code/examples/tests to new car version which has deprecated
 linear.hypothesis() in favor of linearHypothesis().


Changes in Version 1.15

 o CPS1985 now has 534 observations (not 533 as in prior releases),
 the original observation 1 had been omitted inadvertently. See
 also the errata in vignette("AER", package = "AER").

 o Data and examples for Winkelmann and Boes (2009),
 "Analysis of Microdata" (2nd ed.) have been added. For details and
 extensive (but not quite complete) replication code see
 help("WinkelmannBoes2009") as well as help("GSS7402") and
 help("GSOEP9402").

 o As announced in the changes for version 1.10 of the "AER" package,
 the variable "earnings" has now been removed from the
 PSID1976 (aka Mroz) data. In 1.10 it was renamed to "wage"
 to avoid confusion with other data sets.

 o The coeftest() method for "polr" objects used to return wrong
 standard errors (and hence wrong z tests) for the last intercept.
 This was caused by an inconsistency between the summary() and
 vcov() methods for "polr" objects which has been improved in
 recent versions of the "MASS" package. The correct results are
 computed by coeftest() for "polr" objects computed with MASS
 version >= 7.36. See also the errata in vignette("AER",
 package = "AER")

 o The paper describing the various versions of the Grunfeld data
 has been accepted for publication in the German Economic Review.
 An updated version of the manuscript and associated replication
 files  mostly based on data("Grunfeld", package = "AER") 
 is available from http://statmath.wu.ac.at/~zeileis/grunfeld/.

 o Added lrtest() method for "fitdistr" objects with intelligible
 model name (instead of the usual formula for formulabased models).


Changes in Version 1.14

 o ivreg() now uses the "Formula" package (>= 0.20) for processing
 of its model formulas. However, this only affects the internal
 computations, the user interface has remained unchanged.

 o Numerous spelling improvements in the documentation (thanks to
 the new aspell() functionality in base R).


Changes in Version 1.13

 o Added PSID7682 data set which contains the full Cornwell & Rupert
 (1988) panel data for the years 19761982. This should be used
 for estimation of the HausmanTaylor model in Exercise 6 from
 Chapter 3 (instead of PSID1982 which does not provide panel data
 but only the crosssection for 1982). See the errata and the
 manual page for more details.

 o Fixed overall Wald test in summary() for "tobit" models
 with intercept only.


Changes in Version 1.12

 o New errata item in vignette("AER", package = "AER"): The comment
 regarding the output from the Johansen test (p. 169) is in error.
 The null hypothesis of no cointegration is not rejected at the
 10% level (only at 15% level).

 o Enhancements of the CigarettesSW examples from Stock & Watson.

 o Fixed overall Wald test in summary() for "tobit" models
 without intercept.

 o Improved "rgl" code in the SIC33 example.

 o The variable "gender" in the Parade2005 data set was
 wrong for observation 70. It is now "male" (not "female").


Changes in Version 1.11

 o A new improved version of the "plm" package is available
 from CRAN (version 1.11). This fixes a bug in the summary()
 of "plm" objects, see the vignette/errata for details.
 Furthermore, there is now a vcovHC() method for "panelmodel"
 objects: It gives equivalent results to pvcovHC() but
 is now the recommended user interface and hence used
 in the examples of some manual pages (see e.g. ?Fatalities).


Changes in Version 1.10

 o Some variable names in the PSID1976 (aka Mroz) data
 have been renamed: "earnings" is now called "wage"
 (to avoid confusion with other data sets), the previous
 variable "wage" is renamed as "repwage" (reported wage).
 Currently, "earnings" is kept; it will be removed in future
 releases.

 o Documentation of the Grunfeld data has been enhanced and
 updated. Much more details are available in a recent
 technical report: Kleiber and Zeileis (2008), "The
 Grunfeld Data at 50", available from http://epub.wuwien.ac.at/.

 o Multinomial logit examples using Yves Croissant's "mlogit"
 package have been added for the TravelMode and BankWages
 data sets.

 o Vignette/errata updated.


Changes in Version 1.01

 o Small changes for R 2.8.0.


Changes in Version 1.00

 o official version accompanying the release of the
 book (contains all code from the book in demos
 and tests)

 o See the new
 vignette("AER", package = "AER")
 for an overview of the package and a list of errata.


Changes in Version 0.90

 o release of the version used for compiling the final
 version of the book for Springer


Changes in Version 0.20

 o first CRAN release of the AER package
diff pruN 1.2121/NEWS.md 1.2141/NEWS.md
 1.2121/NEWS.md 19700101 00:00:00.000000000 +0000
+++ 1.2141/NEWS.md 20240904 00:48:36.000000000 +0000
@@ 0,0 +1,359 @@
+# AER 1.214
+
+* Updated reference output in some tests for CRAN checks.
+
+
+# AER 1.213
+
+* Fix `bread()` method for `tobit()` objects in case the latter already used a
+ "robust" sandwich variance. In that case naive.var rather than var has
+ to be used for the bread (reported by Daniel Klinenberg).
+
+
+# AER 1.212
+
+* Omitted some examples and updated corresponding output for CRAN checks.
+
+
+# AER 1.211
+
+* Rather than quitting from examples in the manual pages, when the required packages are
+ not available, the examples now `stop()` in noncheck settings.
+
+
+# AER 1.210
+
+* Improvements in `coeftest()` methods for `multinom` and `polr` objects to be compatible
+ with recent extensions in `lmtest` >= 0.938.
+
+* Fixed a bug in the tests for weak instruments in `ivdiag()`: Interactions like `x1:x2`
+ and `x2:x1` were considered to be different variables although they are in fact equivalent.
+ (Reported by Arne Henningsen and Ghislain Dossou.)
+
+* Use fullyqualified calls to `survival::survreg()` and `survival::Surv()` within the
+ `tobit()` function so that `AER::tobit()` can be called without attaching the package
+ (reported by Bill Denney).
+
+* Started replacing examples with repeated `with()` variable transformations with a
+ single `transform()`.
+
+
+# AER 1.29
+
+* Some examples from the AER book lead to small numeric differences across different
+ platforms. Hence, these have been excluded now from `tests/Ch*.R` with an `IGNORE_RDIFF`
+ comment for CRAN.
+
+* The examples on the manual pages for the books `CameronTrivedi1998`, `Greene2003`,
+ `WinkelmannBoes2009` are now excluded from testing to reduce the computational demands
+ on CRAN. The corresponding analyses are mostly available on the manual pages for the
+ underlying data sets, though.
+
+
+# AER 1.28
+
+* Starting from `survival` >= 3.16 the survival provides (or corrected) some standard
+ S3 methods for `survreg` objects: `fitted()`, `nobs()`, `weights()`, `vcov()`. Previously,
+ these were registered by AER" in order to work for "tobit" objects. For now,
+ AER registers the methods for `tobit` objects. In the future, the methods will
+ be dropped by AER altogether and inherited from survival (when AER depends on
+ survival >= 3.16).
+
+
+# AER 1.27
+
+* Diagnostic tests `ivdiag()` for _weighted_ instrumental variables regression
+ was incorrect as weights were erroneously ignored (detected and tested by
+ Jonathan Siverskog).
+
+* `vcov()` method for `survreg` objects in `survival` currently (version 2.441.1)
+ provides no row/column names. Hence, a new `vcov()` method for `tobit` objects
+ was added in `AER` mimicking the naming conventions from `survival:::summary.survreg`.
+ Analogously, a `bread()` method was added for `tobit` objects that calls
+ the `vcov()` method internally.
+
+* `linearHypothesis()` method for `tobit()` objects no longer assumes that a scale
+ parameter was estimated as part of the model. This enables the somewhat
+ unusual but possible case of `summary(tobit(..., dist = "exponential"))`.
+
+* In examples/demos/tests with calls to `set.seed(...)` the RNG version is now fixed
+ to `suppressWarnings(RNGversion("3.5.0"))` to keep results exactly reproducible
+ after fixing RNG problems in R 3.6.0.
+
+* New errata item in `vignette("AER", package = "AER")`: The formula interface for
+ `pgmm()` has changed. As of `plm` version 1.70, the function `dynformula()` is
+ deprecated. Examples, tests, and demos have been adapted accordingly.
+
+* In `tests/ChIntro.R` some `quantreg` computations are now wrapped into `try()`
+ because the `summary()` method yields nonfinite standard errors on some platforms.
+
+* In `?CameronTrivedi1998` one version of the negbinnegbin hurdle model is now
+ wrapped into `try()` because evaluating the loglikelihood at the given start
+ values becomes too unstable on some platforms.
+
+
+# AER 1.26
+
+* Added `update()` method for `ivreg` objects that correctly handles the
+ twopart righthand side of the formula (suggested by Matthieu Stigler).
+
+* Use `pdata.frame()` instead of `plm.data()` as preparation for modeling
+ with `plm` and certain `systemfit` functions (requires `systemfit`
+ 1.120).
+
+* The `model.matrix()` method for `ivreg` objects erroneously dropped
+ the dimension of singlecolumn projected regressor matrices. This
+ propagated to the `estfun()` method and hence lead to problems with
+ sandwich covariances (reported by Justus Winkelmann).
+
+* In a bug fix the `survival` package changed the internal structure of
+ `survreg()$y` starting from `survival` 2.427. This leads to incorrect
+ `summary()` output for `tobit` objects which has been worked around
+ now. Thanks to Terry Therneau for pointing out the problem and suggesting
+ a fix.
+
+
+# AER 1.25
+
+* Support for aliased coefficients in `ivreg()` (suggested and tested by
+ Liviu Andronic).
+
+* New data sets `GoldSilver`, `MotorCycles2` and `MSCISwitzerland`, taken from
+ Franses, van Dijk, Opschoor (2014): "Time Series Models for Business and
+ Economic Forecasting", 2nd ed. For replication of the corresponding
+ examples, several packages were added to the list of 'suggested' packages
+ (including `fGarch`, `forecast`, `longmemo`, `rugarch`, `vars`).
+
+* Small improvements in `DESCRIPTION`/`Imports` and `NAMESPACE` for `R CMD check`.
+
+
+# AER 1.24
+
+* Reference output updated for recent versions of R.
+
+
+# AER 1.23
+
+* Package `splines` is loaded explicitly if needed (rather than assuming
+ that it is loaded along with `survival`).
+
+* Some URLs in the manual pages had been outdated and are updated (or omitted)
+ now.
+
+
+# AER 1.22
+
+* Another bug fix in the new `summary(ivreg_object, diagnostics = TRUE)`. If
+ sandwich standard errors (or other `vcov`) were used, the chisquared form
+ rather than the F form of the diagnostic Wald tests was computed and hence
+ the pvalues were incorrect.
+
+* If there is more than one endogenous variable,
+ `summary(ivreg_object, diagnostics = TRUE)`
+ now reports separate tests of weak instruments for each endogenous variable.
+
+
+# AER 1.21
+
+* Bug fix in the new `summary(ivreg_object, diagnostics = TRUE)`. If there
+ is more than one endogenous variable, the degrees of freedom (and hence
+ the associated pvalues) for the Sargan test were too large.
+
+* The examples employing `rgl` for 3d visualizations (e.g., for the `SIC33`
+ data) are not tested anymore in `R CMD check` (as `rgl` currently has some
+ problems on CRAN's checks for OS X).
+
+
+# AER 1.20
+
+* The `summary()` method for `ivreg` now has a `diagnostics = FALSE` argument.
+ If set to `TRUE`, three diagnostic tests are performed: an F test of
+ the first stage regression for weak instruments, a WuHausman test
+ for endogeneity, and a Sargan test of overidentifying restrictions
+ (only if there are more instruments than regressors).
+
+* Added new data set `EquationCitations` provided by Fawcett & Higginson
+ (2012, PNAS).
+
+* Changes in Depends/Imports/Suggests due to new CRAN check requirements.
+ In particular, the `Formula` package is now only imported (but not
+ loaded into the search path).
+
+
+# AER 1.19
+
+* Recompressed data sets in package to reduce file storage requirements.
+
+* `ivreg()` failed when used without instruments. Now fixed.
+
+* The `summary()` for `ivreg` displayed the degrees of freedom of the
+ overall Wald test incorrectly (although the pvalue was computed
+ correctly).
+
+* Some technical changes for new R 2.14.0, e.g., adding `Authors@R` in
+ `DESCRIPTION`, recompressing data, etc.
+
+
+# AER 1.18
+
+* The hat values for instrumental variables regressions are now
+ computed in the `hatvalues()` method and not within `ivreg.fit()`
+ to save computation time for large data sets.
+
+* Added `nobs()` method for `survreg` objects (and thus `tobit` objects).
+ Modified `ivreg` objects so that default `nobs()` methods works.
+
+* Labeling in `coeftest()` method for `multinom` objects with
+ binary responses has been fixed.
+
+* Example 21.4 in `?Greene2003` now employs the scaled regressor
+ `fincome/10000`.
+
+
+# AER 1.17
+
+* Adapted some example in `?Greene2003` in order to work both with
+ the old and new `dynlm` package. `dynlm()` now provides convenient
+ support for linear time trends via `dynlm(y ~ trend(y))` etc.
+
+
+# AER 1.16
+
+* Adapted code/examples/tests to new `car` version which has deprecated
+ `linear.hypothesis()` in favor of `linearHypothesis()`.
+
+
+# AER 1.15
+
+* `CPS1985` now has 534 observations (not 533 as in prior releases),
+ the original observation 1 had been omitted inadvertently. See
+ also the errata in `vignette("AER", package = "AER")`.
+
+* Data and examples for Winkelmann and Boes (2009),
+ "Analysis of Microdata" (2nd ed.) have been added. For details and
+ extensive (but not quite complete) replication code see
+ `help("WinkelmannBoes2009")` as well as `help("GSS7402")` and
+ `help("GSOEP9402")`.
+
+* As announced in the changes for version 1.10 of the `AER` package,
+ the variable `earnings` has now been removed from the
+ `PSID1976` (aka Mroz) data. In 1.10 it was renamed to `wage`
+ to avoid confusion with other data sets.
+
+* The `coeftest()` method for `polr` objects used to return wrong
+ standard errors (and hence wrong z tests) for the last intercept.
+ This was caused by an inconsistency between the `summary()` and
+ `vcov()` methods for `polr` objects which has been improved in
+ recent versions of the `MASS` package. The correct results are
+ computed by `coeftest()` for `polr` objects computed with `MASS`
+ version >= 7.36. See also the errata in
+ `vignette("AER", package = "AER")`.
+
+* The paper describing the various versions of the `Grunfeld` data
+ has been accepted for publication in the German Economic Review.
+ An updated version of the manuscript and associated replication
+ files  mostly based on `data("Grunfeld", package = "AER")` 
+ is available from .
+
+* Added `lrtest()` method for `fitdistr` objects with intelligible
+ model name (instead of the usual `formula` for formulabased models).
+
+
+# AER 1.14
+
+* `ivreg()` now uses the `Formula` package (>= 0.20) for processing
+ of its model formulas. However, this only affects the internal
+ computations, the user interface has remained unchanged.
+
+* Numerous spelling improvements in the documentation (thanks to
+ the new `aspell()` functionality in base R).
+
+
+# AER 1.13
+
+* Added `PSID7682` data set which contains the full Cornwell & Rupert
+ (1988) panel data for the years 19761982. This should be used
+ for estimation of the HausmanTaylor model in Exercise 6 from
+ Chapter 3 (instead of `PSID1982` which does not provide panel data
+ but only the crosssection for 1982). See the errata and the
+ manual page for more details.
+
+* Fixed overall Wald test in `summary()` for `tobit` models
+ with intercept only.
+
+
+# AER 1.12
+
+* New errata item in `vignette("AER", package = "AER")`: The comment
+ regarding the output from the Johansen test (p. 169) is in error.
+ The null hypothesis of no cointegration is not rejected at the
+ 10% level (only at 15% level).
+
+* Enhancements of the `CigarettesSW` examples from Stock & Watson.
+
+* Fixed overall Wald test in `summary()` for `tobit` models
+ without intercept.
+
+* Improved `rgl` code in the `SIC33` example.
+
+* The variable `gender` in the `Parade2005` data set was
+ wrong for observation 70. It is now `"male"` (not `"female"`).
+
+
+# AER 1.11
+
+* A new improved version of the `plm` package is available
+ from CRAN (version 1.11). This fixes a bug in the `summary()`
+ of `plm` objects, see the vignette/errata for details.
+ Furthermore, there is now a `vcovHC()` method for `panelmodel`
+ objects: It gives equivalent results to `pvcovHC()` but
+ is now the recommended user interface and hence used
+ in the examples of some manual pages (see e.g. `?Fatalities`).
+
+
+# AER 1.10
+
+* Some variable names in the `PSID1976` (aka Mroz) data
+ have been renamed: `earnings` is now called `wage`
+ (to avoid confusion with other data sets), the previous
+ variable `wage` is renamed as `repwage` (reported wage).
+ Currently, `earnings` is kept; it will be removed in future
+ releases.
+
+* Documentation of the `Grunfeld` data has been enhanced and
+ updated. Much more details are available in a recent
+ technical report: Kleiber and Zeileis (2008), "The
+ Grunfeld Data at 50", available from
+ .
+
+* Multinomial logit examples using Yves Croissant's `mlogit`
+ package have been added for the `TravelMode` and `BankWages`
+ data sets.
+
+* Vignette/errata updated.
+
+
+# AER 1.01
+
+* Small changes for R 2.8.0.
+
+
+# AER 1.00
+
+* Official version accompanying the release of the
+ book (contains all code from the book in demos
+ and tests)
+
+* See the new `vignette("AER", package = "AER")`
+ for an overview of the package and a list of errata.
+
+
+# AER 0.90
+
+* Release of the version used for compiling the final
+ version of the book for Springer.
+
+
+# AER 0.20
+
+* First CRAN release of the `AER` package.
diff pruN 1.2121/R/tobit.R 1.2141/R/tobit.R
 1.2121/R/tobit.R 20210324 03:18:09.000000000 +0000
+++ 1.2141/R/tobit.R 20240229 13:20:02.000000000 +0000
@@ 30,7 +30,20 @@ vcov.tobit < function(object, ...) {
}
bread.tobit < function(x, ...) {
 length(x$linear.predictors) * vcov(x)
+ br < if (is.null(x$naive.var)) x$var else x$naive.var
+ if(is.null(colnames(br))) {
+ nam < names(x$coefficients)
+ nam < if(length(nam) == ncol(br)) {
+ nam
+ } else if(length(nam) == ncol(br)  1L) {
+ c(nam, "Log(scale)")
+ } else {
+ c(nam, names(x$scale))
+ }
+ colnames(br) < rownames(br) < nam
+ }
+ br < length(x$linear.predictors) * br
+ return(br)
}
Binary files 1.2121/build/partial.rdb and 1.2141/build/partial.rdb differ
Binary files 1.2121/build/vignette.rds and 1.2141/build/vignette.rds differ
diff pruN 1.2121/debian/changelog 1.2141/debian/changelog
 1.2121/debian/changelog 20240205 09:02:51.000000000 +0000
+++ 1.2141/debian/changelog 20240930 23:44:34.000000000 +0000
@@ 1,3 +1,11 @@
+rcranaer (1.2141) unstable; urgency=medium
+
+ * Team upload.
+ * New upstream version
+ * StandardsVersion: 4.7.0 (routineupdate)
+
+  Charles Plessy Tue, 01 Oct 2024 08:44:34 +0900
+
rcranaer (1.2121) unstable; urgency=medium
* Disable reprotest
diff pruN 1.2121/debian/control 1.2141/debian/control
 1.2121/debian/control 20240205 09:02:51.000000000 +0000
+++ 1.2141/debian/control 20240930 23:43:34.000000000 +0000
@@ 14,7 +14,7 @@ BuildDepends: debhelpercompat (= 13),
rcransurvival,
rcranzoo,
rcranformula
StandardsVersion: 4.6.2
+StandardsVersion: 4.7.0
VcsBrowser: https://salsa.debian.org/rpkgteam/rcranaer
VcsGit: https://salsa.debian.org/rpkgteam/rcranaer.git
Homepage: https://cran.rproject.org/package=AER
diff pruN 1.2121/inst/CITATION 1.2141/inst/CITATION
 1.2121/inst/CITATION 20230127 01:23:21.000000000 +0000
+++ 1.2141/inst/CITATION 20240606 16:45:24.000000000 +0000
@@ 4,7 +4,7 @@ bibentry(bibtype = "Book",
year = "2008",
publisher = "SpringerVerlag",
address = "New York",
 note = "{ISBN} 9780387773162",
+ doi = "10.1007/9780387773186",
url = "https://CRAN.Rproject.org/package=AER",
header = "To cite AER, please use:"
)
Binary files 1.2121/inst/doc/AER.pdf and 1.2141/inst/doc/AER.pdf differ
Binary files 1.2121/inst/doc/Sweavejournals.pdf and 1.2141/inst/doc/Sweavejournals.pdf differ
diff pruN 1.2121/man/CPS1985.Rd 1.2141/man/CPS1985.Rd
 1.2121/man/CPS1985.Rd 20220614 23:22:15.000000000 +0000
+++ 1.2141/man/CPS1985.Rd 20240903 23:23:48.000000000 +0000
@@ 35,7 +35,7 @@ A data frame containing 534 observations
\source{
StatLib.
\url{http://lib.stat.cmu.edu/datasets/CPS_85_Wages}
+\url{https://lib.stat.cmu.edu/datasets/CPS_85_Wages}
}
\references{
diff pruN 1.2121/tests/ChIntro.Rout.save 1.2141/tests/ChIntro.Rout.save
 1.2121/tests/ChIntro.Rout.save 20220611 15:33:48.000000000 +0000
+++ 1.2141/tests/ChIntro.Rout.save 20240903 21:02:45.000000000 +0000
@@ 1,7 +1,7 @@
R version 4.2.0 (20220422)  "Vigorous Calisthenics"
Copyright (C) 2022 The R Foundation for Statistical Computing
Platform: x86_64pclinuxgnu (64bit)
+R version 4.4.1 (20240614)  "Race for Your Life"
+Copyright (C) 2024 The R Foundation for Statistical Computing
+Platform: x86_64pclinuxgnu
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
@@ 131,13 +131,6 @@ R> #####################################
R> library("quantreg")
Loading required package: SparseM
Attaching package: 'SparseM'

The following object is masked from 'package:base':

 backsolve


Attaching package: 'quantreg'
The following object is masked from 'package:survival':
@@ 307,4 +300,4 @@ R>
R>
> proc.time()
user system elapsed
 1.212 0.064 1.269
+ 1.120 0.091 1.205
diff pruN 1.2121/tests/ChLinearRegression.Rout.save 1.2141/tests/ChLinearRegression.Rout.save
 1.2121/tests/ChLinearRegression.Rout.save 20240202 08:06:05.000000000 +0000
+++ 1.2141/tests/ChLinearRegression.Rout.save 20240925 23:22:53.000000000 +0000
@@ 1,7 +1,7 @@
R version 4.3.2 (20231031)  "Eye Holes"
Copyright (C) 2023 The R Foundation for Statistical Computing
Platform: x86_64pclinuxgnu (64bit)
+R version 4.4.1 (20240614)  "Race for Your Life"
+Copyright (C) 2024 The R Foundation for Statistical Computing
+Platform: x86_64pclinuxgnu
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
@@ 236,9 +236,8 @@ R> #####################################
R> ### chunk number 18: journallht
R> ###################################################
R> linearHypothesis(jour_lm, "log(citeprice) = 0.5")
Linear hypothesis test
Hypothesis:
+Linear hypothesis test:
log(citeprice) =  0.5
Model 1: restricted model
@@ 980,4 +979,4 @@ R>
R>
> proc.time()
user system elapsed
 3.277 0.084 3.360
+ 3.030 0.125 3.162
diff pruN 1.2121/tests/ChMicroeconometrics.Rout.save 1.2141/tests/ChMicroeconometrics.Rout.save
 1.2121/tests/ChMicroeconometrics.Rout.save 20240202 08:06:21.000000000 +0000
+++ 1.2141/tests/ChMicroeconometrics.Rout.save 20240925 23:22:32.000000000 +0000
@@ 1,7 +1,7 @@
R version 4.3.2 (20231031)  "Eye Holes"
Copyright (C) 2023 The R Foundation for Statistical Computing
Platform: x86_64pclinuxgnu (64bit)
+R version 4.4.1 (20240614)  "Race for Your Life"
+Copyright (C) 2024 The R Foundation for Statistical Computing
+Platform: x86_64pclinuxgnu
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
@@ 582,9 +582,8 @@ R> ### chunk number 39: tobit3
R> ###################################################
R> linearHypothesis(aff_tob, c("age = 0", "occupation = 0"),
+ vcov = sandwich)
Linear hypothesis test
Hypothesis:
+Linear hypothesis test:
age = 0
occupation = 0
@@ 723,4 +722,4 @@ R>
R>
> proc.time()
user system elapsed
 1.572 0.100 1.672
+ 1.537 0.096 1.644
diff pruN 1.2121/tests/ChValidation.Rout.save 1.2141/tests/ChValidation.Rout.save
 1.2121/tests/ChValidation.Rout.save 20220611 15:34:56.000000000 +0000
+++ 1.2141/tests/ChValidation.Rout.save 20240903 21:02:25.000000000 +0000
@@ 1,7 +1,7 @@
R version 4.2.0 (20220422)  "Vigorous Calisthenics"
Copyright (C) 2022 The R Foundation for Statistical Computing
Platform: x86_64pclinuxgnu (64bit)
+R version 4.4.1 (20240614)  "Race for Your Life"
+Copyright (C) 2024 The R Foundation for Statistical Computing
+Platform: x86_64pclinuxgnu
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
@@ 498,13 +498,6 @@ R> #####################################
R> library("quantreg")
Loading required package: SparseM
Attaching package: 'SparseM'

The following object is masked from 'package:base':

 backsolve


Attaching package: 'quantreg'
The following object is masked from 'package:survival':
@@ 618,4 +611,4 @@ R>
R>
> proc.time()
user system elapsed
 26.937 0.072 27.005
+ 42.710 0.083 42.796