In the Gentle Introduction's examples of closed models, the p’s and c’s are ordered separately so that design matrices are easier to construct and beta parameters are interpretable. However, in Robust models the order of parameters alternates between p’s and c’s and in mixture models the pa, pb and ca, cb parameters are also not ordered separately. This would make for very odd matrices and uninterpretable betas. Did I miss something? I have more than 165 periods, is there some way to reorder parameters easily?
I have also been looking for a way to test for closure during secondary periods without having to conduct >200 separate closure tests. As far as I can tell, both Capture and CloseTest do not handle closure tests on robust data. Any suggestions would be greatly appreciated.
Thank you,
Miguel