Displaying 1 result from an estimated 1 matches for "gsm_inc".
Did you mean:
gsl_inc
2011 Nov 23
0
Error using coeftest() with a heteroskedasticity-consistent estimation of the covar.
Hey
I am trying to run /coeftest()/ using a heteroskedasticity-consistent
estimation of the covariance matrix and i get this error:
# packages
>library(lmtest)
>library(sandwich)
#test
> coeftest(*GSm_inc.pool*, vcov = vcovHC(*GSm_inc.pool*, method="arellano",
> type="HC3"))
/Fehler in 1 - diaghat : nicht-numerisches Argument f?r bin?ren Operator/
something like: /Error in 1 - diaghat: non-numeric argument for binary
operator/
>
Any ideas what this error is trying to tell...