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gls
2012 Apr 26
1
PLM package PGGLS strange behavior
When using the PLM package (version 1.2-8), I encounter the probem that
calling the FGLS estimator evokes strange behavior, when choosing the
"random" effects model. After calling the PGGLS function to estimate FGLS,
PLM gives me a warning, stating that the "random" model has been replaced
with the "pooling" model. I would, however, really like to estimate the
random model instead. For me, the problem is reproducable using one of the
examples from the PLM Jstatsoft...