ManuelS
2011-Nov-23 15:41 UTC
[R] 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 me? *GSm_inc.pool * is estimated like this:> GSm_inc.pool <- plm(GS ~ log(I_EQON) + ... + PAGRI,+ data = pmen, na.action=na.exclude, model="pooling") /summary/(*GSm_in.pool*) works perfectly as well and all the variables are numeric. Thanks Manu -- View this message in context: http://r.789695.n4.nabble.com/Error-using-coeftest-with-a-heteroskedasticity-consistent-estimation-of-the-covar-tp4100080p4100080.html Sent from the R help mailing list archive at Nabble.com.