Displaying 4 results from an estimated 4 matches for "pbgtest".
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dbgtest
2016 Mar 31
2
Ask if an object will respond to a function or method
...siduals summary
[13] vcovBK vcovDC vcovG vcovHC
[17] vcovNW vcovSCC
see '?methods' for accessing help and source code
> methods(class = "panelmodel")
[1] deviance df.residual fitted has.intercept index
[6] nobs pbgtest pbsytest pcdtest pdim
[11] pdwtest phtest print pwartest pwfdtest
[16] pwtest residuals terms update vcov
see '?methods' for accessing help and source code
> coef(zz)
log(pcap) log(pc) log(emp) unemp...
2016 Mar 31
0
Ask if an object will respond to a function or method
...[13] vcovBK vcovDC vcovG vcovHC
> [17] vcovNW vcovSCC
> see '?methods' for accessing help and source code
>> methods(class = "panelmodel")
> [1] deviance df.residual fitted has.intercept index
> [6] nobs pbgtest pbsytest pcdtest pdim
> [11] pdwtest phtest print pwartest pwfdtest
> [16] pwtest residuals terms update vcov
> see '?methods' for accessing help and source code
>> coef(zz)
> log(pcap) log(pc)...
2010 Oct 14
1
robust standard errors for panel data - corrigendum
...) etc.
but beware, things are probably complicated by the serial correlation induced by demeaning: see the references in the serial correlation tests section of the package vignette. Caveat emptor.
** 2nd solution **
Another possible strategy is screening for serial correlation first: again, see ?pbgtest, ?pdwtest and be aware of all the caveats detailed in the abovementioned section of the vignette regarding use on FE models.
** 3rd solution **
Another thing you could do (Hendry and friends would say "should" do!) to get rid of serial correlation is a dynamic FE panel, as the Nickell bi...
2010 Oct 15
0
nomianl response model
...) etc.
but beware, things are probably complicated by the serial correlation
induced by demeaning: see the references in the serial correlation tests
section of the package vignette. Caveat emptor.
** 2nd solution **
Another possible strategy is screening for serial correlation first: again,
see ?pbgtest, ?pdwtest and be aware of all the caveats detailed in the
abovementioned section of the vignette regarding use on FE models.
** 3rd solution **
Another thing you could do (Hendry and friends would say "should" do!) to
get rid of serial correlation is a dynamic FE panel, as the Nickell bi...