Dear Helen,
bootstrapped standard errors are currently not supported in 'plm'.
Cheers,
Giovanni
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Original Message:
Date: Wed, 22 Apr 2009 23:23:26 -0700 (PDT)
From: Helen Chen <96258011 at nccu.edu.tw>
Subject: [R] question of plm package
To: r-help at r-project.org
Message-ID: <23190943.post at talk.nabble.com>
Content-Type: text/plain; charset=us-ascii
Dear R help,
I use the package plm the function plm() to analyse a panel data
and
estimate a fixeffect model.
I use the code as follow :
fe <- plm(y~x+z, data, model = "within")
I want to use bootstrap to estimate standard error
I consult the paper plm.pdf , but I can't find any answer.
Can I estimate variance with bootstrap?
Thanks,
Helen Chen
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------------------------------
Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4,
34132 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}
