Displaying 2 results from an estimated 2 matches for "auxmod".
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aermod
2013 Apr 01
1
plm: Hausman Test error
...Test using an auxiliary
regression method:
hmtest=function(re=0,fe=0){
y.re=pmodel.response(re)
X.re=model.matrix(re)
X.fe=model.matrix(fe)
auxdata<-data.frame(cbind(y.re,X.re,X.fe))
colnames(auxdata)<-c("y", paste("x", 1:17, sep=""))
auxmod<-lm(y~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10+x11+x12+x13+x14+x15+x16+x17-1,
auxdata)
return(waldtest(auxmod, 10:17)[2,4])
}
using the function above to choose between "fe" and "re"
hmtest(re,fe)
Error in solve(vc[ovar, ovar]) : subscript out of bounds
Not sure what's gon...
2012 Oct 29
1
Hausman test error solve
Hello,
I am trying to conduct a Hausman test to choose between FE estimators and RE
estimators.
When I try to run:
library(plm)
fixed <- plm(ROS ~ DiffClosenessC +ZZiele + AggSK + nRedundantStrecken +
Degree + KantenGew + BetweennessC + SitzKappazitaet,
data=Panel,index=c("id","time"),model="within")
summary(fixed)
fixef(fixed)
random <-plm(ROS ~