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diaga
2011 Nov 23
0
Error using coeftest() with a heteroskedasticity-consistent estimation of the covar.
...oeftest()/ 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 = pme...