Dear R users,
I meet with an unsolved error when using the function vcovHC() in package
sandwich().
I have a balanced panel dataset, and I run the following codes:
> library(plm)
> data<-plm.data(data, c("state","year"))
> fn<-plm(y~x1+x2, data=data, method="within",
effect="individual")
> library(lmtest)
> coeftest(fn,vcovHC(fn, type="HC0"))
But I always get a warning: "Error in UseMethod("estfun") : no
applicable
method for "estfun""
Do anyone knows the why it is like this and how to solve it?? Thank you very
much.
Sincerely,
Olivia
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