Displaying 2 results from an estimated 2 matches for "lgaspcar".
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gaspar
2009 Jul 09
2
plm Issues
...ed variable in regression)
Other info: I'm running R 2.7.2 on WinXP
cheers
*>data("Gasoline",package="Ecdat")
>Gasoline_plm<-plm.data(Gasoline,c("country","year"))
>pdim(Gasoline_plm)
**Balanced Panel: n=18, T=19, N=342
*
*>summary(plm(lgaspcar~lincomep,data=Gasoline_plm**))
**Oneway (individual) effect Within Model
Call:
plm(formula = lgaspcar ~ lincomep, data = Gasoline_plm)
Balanced Panel: n=18, T=19, N=342
Residuals :
Min. 1st Qu. Median 3rd Qu. Max.
-0.40100 -0.08410 -0.00858 0.08770 0.73400
Coefficients :...
2009 Dec 08
1
Serial Correlation in panel data regression
...ere
library(AER)
library(plm)
library(sandwich)
## take the following data
data("Gasoline", package="plm")
Gasoline$f.year=as.factor(Gasoline$year)
Now I run the following regression
rhs <- "-1 + f.year + lincomep+lrpmg+lcarpcap"
m1<- lm(as.formula(paste("lgaspcar ~", rhs)), data=Gasoline)
###Now I want to find the autocorrelation,heteroskedasticity adjusted
standard errors as a part of coeftest
### Basically I would like to take care of the within country serial
correlaion
###that is I want to do
coeftest(m1, vcov=function(x) vcovHAC(x,order.by=...))...