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lrpm
2009 Dec 08
1
Serial Correlation in panel data regression
Dear R users,
I have a question here
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...