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fet2
2011 Oct 06
1
Coefficients for lagged plm model variables not calculated
...bar the name of the model objects, successfully. If I use <lm> instead of
<plm> it also will usually take into account the lagged regressors when
producing a <summary(model.object).
The code I am using is:
> b<-plm.data(b,index=c("E","M"))
> b.fetw<-plm(B~lag(B,k=1)+Ma+lag(Ma,k=1)+Pa+lag(Pa,k=1)+Ya+lag(Ya,k=1)+F+lag(F,k=1)+CS+R+lag(R,k=1)+G+I,
> data=b, model="within", effect="twoways")
> summary(b.fetw)
Twoways effects Within Model
Call:
plm(formula = B ~ lag(B, k = 1) + Ma + lag(Ma, k = 1) + Pa +
lag(Pa,...