search for: panelmodel

Hi, I want to estimate a dynamic paneldata model with the following code, but unfortenately I received the error message below. form<-PB~Activity+Solvency+Cap_Int

...ate with a regression "zz" that is created by the example in the plm package. The coef() function succeeds on the zz object, but coef is not listed in the list of methods that the function can carry out. > library(plm) > example(plm) > class(zz) [1] "plm" "panelmodel" > methods(class = "plm") [1] ercomp fixef has.intercept model.matrix [5] pFtest plmtest plot pmodel.response [9] pooltest predict residuals summary [13] vcovBK vcovDC vcovG vcovHC...

Hi, I'm trying to fit a fixed effect (LSDV) panelmodel with R. I have a dataset with y as dependent, x1&x2 as indeps, t as time index and i as an id-variable for each individual. There are three observations for each individual (t=1, t=2, t=3). I want to try a simple regression, but with individual intercepts: ------------------------------------...

...that is created by the example in the plm package. > The coef() function succeeds on the zz object, but coef is not listed > in the list of methods that the function can carry out. > >> library(plm) >> example(plm) > >> class(zz) > [1] "plm" "panelmodel" >> methods(class = "plm") > [1] ercomp fixef has.intercept model.matrix > [5] pFtest plmtest plot pmodel.response > [9] pooltest predict residuals summary > [13] vcovBK vcovDC v...

...e ~ factor(ID):l1_urate + month, model = "within", data = unempl_data1, effect = "individual") anova > anova(depFE.plm, depLDFE.plm) Errore in UseMethod("anova") : no applicable method for 'anova' applied to an object of class "c('plm', 'panelmodel')" waldtest > waldtest(depFE.plm, depLDFE.plm) Errore in modelCompare(objects[[i - 1]], objects[[i]], vfun = vcov.) : models are not nested Did anyone code a plm method for anova? OR Does anyone know why according to waldtest my models are not nested? Thanks Roberto *************...