Displaying 2 results from an estimated 2 matches for "depf".
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2008 Jul 14
0
nlme, lme( ) convergence and selection of effects
...15363.96
88.42 7 M 52
Undergraduate PMDB ...
=>Questions:
1) I''ve found that the random effects of the ''state'' level have a very
low standard deviation.
>depfed.lme3<- lme(Votes~Sex, data=depfed.frm, random=~1|State/Party)
>summary (depfed.lme3)
(...)Random effects:
Formula: ~1 | State
(Intercept)
StdDev: 0.0001089504
This suggests that there is no significant advantage on using ''state'' alone
as a grouping facto...
2010 Aug 26
0
anova for plm objects
...aldtest. anova tells me there is no method available for plm objects, while waldtest tells me my models are not nested. I think they are instead. The difference between the two models is that in the second I let the regression coefficients of a given variable variate according to a factor.
MODEL 1
depFE.plm = plm(urate ~ l1_urate + month, model = "within", data = unempl_data1, effect = "individual")
MODEL 2
depLDFE.plm = plm(urate ~ factor(ID):l1_urate + month, model = "within", data = unempl_data1, effect = "individual")
anova
> anova(depFE.plm, depLD...