search for: pggls

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...

...is. I would like to do be able to adjust for autocorrelation, as one does with glm models and correlation structures (eg corr=corARMA(q=4)) . In particular, I want to employ MA(4) error structure. Is there a way of doing this with the plm package? (Note: I do not really want to use the pggls function for various reasons. One of those reasons is that it will be rare for n >> T.) Thanks to anyone who can help. Cheers David [[alternative HTML version deleted]]

Hello, I have estimated the coefficients for my model using the 'pggls' function from the 'plm' package. Now I want to see the relative influence of those X's. How can some please tell me how to standardize those my results in R? Thank you! -- View this message in context: http://r.789695.n4.nabble.com/Standardize-GLS-coefficients-in-R-tp4671371.ht...

...lee/schmidt parameter estimates *****'; My R code is as follows: ############## library(plm) dt <- read.table("dt.dta", sep = "\t", header= T) dt$id <- factor(dt$id) dt$yr <- factor(dt$yr) fit.model <- I(log(y)) ~ I(log(l)) + I(log(e)) + yr * id re.fit.gls <- pggls(fit.model, data = dt) ################# I've got the following error message: ##### Error message ############### Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent #### End of Error message############ I would like to figure out three things. 1. How...

...lee/schmidt parameter estimates *****'; My R code is as follows: ############## library(plm) dt <- read.table("dt.dta", sep = "\t", header= T) dt$id <- factor(dt$id) dt$yr <- factor(dt$yr) fit.model <- I(log(y)) ~ I(log(l)) + I(log(e)) + yr * id re.fit.gls <- pggls(fit.model, data = dt) ################# I've got the following error message: ##### Error message ############### Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent #### End of Error message############ I would like to figure out three things. 1. How...