Displaying 1 result from an estimated 1 matches for "modelcompare".
2010 Aug 26
0
anova for plm objects
...effect = "individual")
anova
> anova(depFE.plm, depLDFE.plm)
Errore in UseMethod("anova") :
no applicable method for 'anova' applied to an object of class "c('plm', 'panelmodel')"
waldtest
> waldtest(depFE.plm, depLDFE.plm)
Errore in modelCompare(objects[[i - 1]], objects[[i]], vfun = vcov.) :
models are not nested
Did anyone code a plm method for anova?
OR
Does anyone know why according to waldtest my models are not nested?
Thanks
Roberto
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Roberto Patuelli, Ph.D.
Istituto Ricerche Economiche (IRE) (Institute for E...