Displaying 4 results from an estimated 4 matches for "plmtest".
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lmtest
2016 Mar 31
2
Ask if an object will respond to a function or method
...f is not listed
in the list of methods that the function can carry out.
> library(plm)
> example(plm)
> class(zz)
[1] "plm" "panelmodel"
> methods(class = "plm")
[1] ercomp fixef has.intercept model.matrix
[5] pFtest plmtest plot pmodel.response
[9] pooltest predict residuals summary
[13] vcovBK vcovDC vcovG vcovHC
[17] vcovNW vcovSCC
see '?methods' for accessing help and source code
> methods(class = "panelmodel")
[1] d...
2010 Feb 04
1
plm issues: error for "within" or "random", but not for "pooling"
...lt; 2e-16 ***
employee_kld 0.1118 0.0152 7.35 2.2e-13 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Total Sum of Squares: 28100
Residual Sum of Squares: 27900
F-statistic: 53.954 on 1 and 13187 DF, p-value: 2.17e-13
> plmtest(x, "individual")
Lagrange Multiplier Test - (Honda)
data: ibes1y.meanest ~ employee_kld
normal = 1675.7, p-value < 2.2e-16
alternative hypothesis: significant effects
##fitting a within or random model fails
> x <- plm(ibes1y.meanest ~ employee_kld, ibes.kld.exp.p[x.subs ,...
2016 Mar 31
0
Ask if an object will respond to a function or method
...that the function can carry out.
>
>> library(plm)
>> example(plm)
>
>> class(zz)
> [1] "plm" "panelmodel"
>> methods(class = "plm")
> [1] ercomp fixef has.intercept model.matrix
> [5] pFtest plmtest plot pmodel.response
> [9] pooltest predict residuals summary
> [13] vcovBK vcovDC vcovG vcovHC
> [17] vcovNW vcovSCC
> see '?methods' for accessing help and source code
>> methods(class = "p...
2012 May 03
0
error in La.svd Lapack routine 'dgesdd'
...egression for
time-effects (which I detect for subsamples (by time) and for equation
x~e
at high levels of significance), I need both the model with and and the
model without time effects (as otherwise, I can't compare the two models
in
an F-test), right? Any alternative tests?
## please see ?plmtest
Another thought was that the impact of d and e changes over time (as in
the
subsamples I do see such a change).
Any help is appreciated!
## HTH, G.
Best wishes,
Philipp Grueber
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____________________________________
EBS Universitaet fuer Wirtschaft und Recht
FARE Department
Wiesbaden/ Germ...