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anova for plm objects
2010 Aug 26
0
anova for plm objects
...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, depLDFE.plm) Errore in UseMethod("anova") : no applicable method for 'anova' applied to an object of class "c('...