Displaying 2 results from an estimated 2 matches for "datestata".
2013 Jan 04
1
plm random effect: the estimated variance of the individual effect is negative
...a to get my result, and it works:reg <- deltaF ~
> L1.deltaF + L2.deltaF + deltaCDS + L1.deltaCDS + L2.deltaCDS +
> L3.deltaCDS + deltaUS_Yields + deltaZ + L1.deltaZ + L2.deltaZfixed
> <- plm(reg, data=Mody_R, na.action = na.exclude,
> index=c("country_id", "datestata"), model="random")
> but when i split my dataframe into several groups it gives me this
> error:"Error in swar(object, data, effect) : the estimated
> variance of the individual effect is negative"
> The code i used to split the dataframe is:SplitMody <...
2012 Dec 29
2
I need intercept in plm model
Hi,R 2.15.2 plm() function on Windows 7
when i perform a plm regression, i can't manage to obtain the intercept, but I need it.it gives me just the beta coefficient.
my formula: fixed <- plm(deltaS ~ L1.deltaS + L2.deltaS, data=Mody_R, index=c("country_id", "date"), model="within")
my output: Coefficients : Estimate Std. Error t-value Pr(>|t|)