Utilizando laplm paquete en R para ajustarse a un modelo de efectos fijos, ¿cuál es la sintaxis correcta para agregar una variable retrasada al modelo? Similar al comando 'L1.variable' en Stata.

Aquí está mi intento de agregar una variable retrasada (este es un modelo de prueba y podría no tener sentido):

library(foreign)
nlswork <- read.dta("http://www.stata-press.com/data/r11/nlswork.dta")
pnlswork <- plm.data(nlswork, c('idcode', 'year'))
ffe <- plm(ln_wage ~ ttl_exp+lag(wks_work,1)
           , model = 'within'
           , data = nlswork)
summary(ffe)

Salida R:

Oneway (individual) effect Within Model

Call:
plm(formula = ln_wage ~ ttl_exp + lag(wks_work), data = nlswork, 
    model = "within")

Unbalanced Panel: n=3911, T=1-14, N=19619

Residuals :
    Min.  1st Qu.   Median  3rd Qu.     Max. 
-1.77000 -0.10100  0.00293  0.11000  2.90000 

Coefficients :
                Estimate Std. Error t-value  Pr(>|t|)    
ttl_exp       0.02341057 0.00073832 31.7078 < 2.2e-16 ***
lag(wks_work) 0.00081576 0.00010628  7.6755 1.744e-14 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Total Sum of Squares:    1296.9
Residual Sum of Squares: 1126.9
R-Squared:      0.13105
Adj. R-Squared: -0.085379
F-statistic: 1184.39 on 2 and 15706 DF, p-value: < 2.22e-16

Sin embargo, obtuve resultados diferentes en comparación con lo que produce Stata.

En mi modelo actual, me gustaría instrumentar una variable endógena con su valor rezagado.

¡Gracias!

Como referencia, aquí está el código Stata:

webuse nlswork.dta
xtset idcode year
xtreg ln_wage ttl_exp L1.wks_work, fe

Salida Stata:

Fixed-effects (within) regression               Number of obs     =     10,680
Group variable: idcode                          Number of groups  =      3,671

R-sq:                                           Obs per group:
     within  = 0.1492                                         min =          1
     between = 0.2063                                         avg =        2.9
     overall = 0.1483                                         max =          8

                                                F(2,7007)         =     614.60
corr(u_i, Xb)  = 0.1329                         Prob > F          =     0.0000

------------------------------------------------------------------------------
     ln_wage |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     ttl_exp |   .0192578   .0012233    15.74   0.000     .0168597    .0216558
             |
    wks_work |
         L1. |   .0015891   .0001957     8.12   0.000     .0012054    .0019728
             |
       _cons |   1.502879   .0075431   199.24   0.000     1.488092    1.517666
-------------+----------------------------------------------------------------
     sigma_u |  .40678942
     sigma_e |  .28124886
         rho |  .67658275   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(3670, 7007) = 4.71                  Prob > F = 0.0000