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did
2009 Jan 21
0
trouble switching to 'plm' from 'xtabond' and Stata
...ist(2, 1, 2, 2), log = TRUE), EmplUK, model="fd", effect = "time")
>summary(emp.fd)
the output says it is running a "time" effect First-Difference Model,
but I am unable to extract any time effects, nor can I find any
differences with the output from:
>emp.fdid <- plm(dynformula(emp ~ wage + capital + output, lag =
list(2, 1, 2, 2), log = TRUE), EmplUK, model="fd", effect =
"individual")
>summary(emp.fdid)
What am I missing? Even the degrees of freedom appear the same to me.
Eventually, I would like to understand how to i...