similar to: plm: Hausman Test error

Hello, I am trying to conduct a Hausman test to choose between FE estimators and RE estimators. When I try to run: library(plm) fixed <- plm(ROS ~ DiffClosenessC +ZZiele + AggSK + nRedundantStrecken + Degree + KantenGew + BetweennessC + SitzKappazitaet, data=Panel,index=c("id","time"),model="within") summary(fixed) fixef(fixed) random <-plm(ROS ~

Hi, can anybody tell me how the Hausman test for endogenty works? I have a simulated model with three correlated predictors (X1-X3). I also have an instrument W for X1 Now I want to test for endogeneity of X1 (i.e., when I omit X2 and X3 from the equation). My current approach: library(systemfit) fit2sls <- systemfit(Y~X1,data=data,method="2SLS",inst=~W) fitOLS <-

Hi there, I am really new to statistics in R and statistics itself as well. My situation: I ran a lot of OLS regressions with different independent variables. (using the lm() function). After having done that, I know there is endogeneity due to omitted variables. (or perhaps due to any other reasons). And here comes the Hausman test. I know this test is used to identify endogeneity. But what I

Hello, I have a problem with Hausman test. I am performing my analysis with these commands: > library(plm) > data<-read.csv2("paolo.csv",header=TRUE) > data< pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE) > RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2 >

Does anyone know how to do an Hausman test? I?ve estimate a modell (some alternatives) with clogit an wanted to test the IIA test (Independence of Irrelevant Alternatives) after estimating a multinomial logit model? Thank you

Note the typo in your 3rd line: data < Don't know if this means anything... Bert On Feb 11, 2018 7:33 AM, "PAOLO PILI" <paolo.pili at student.unife.it> wrote: > Hello, > > I have a problem with Hausman test. I am performing my analysis with these > commands: > > > library(plm) > > data<-read.csv2("paolo.csv",header=TRUE) >

I am getting the following errors when I am trying to plot the data below. I cannot figure out the error. Error in plot.window(...) : need finite 'xlim' values In addition: Warning messages: 1: In min(x) : no non-missing arguments to min; returning Inf 2: In max(x) : no non-missing arguments to max; returning -Inf 3: In min(x) : no non-missing arguments to min; returning Inf 4: In max(x) :

Dear all- I am have trouble in using the model="ht" option in function plm from the plm library. I am using Package: plm Version: 1.1-1; R version 2.8.1 (2008-12-22) running on a FC-8 linux machine. Here is what I am trying to do: ##---------------------------------------------------------------------------- R> ###Prob 6 Chapter 3 Use R! Applied Econometrics with R (Kleiber

you are right about the 3rd line but it doesn't help me for my problem. I remove the 3rd line but there is still the same problem: Error in solve.default (dvcov): the system is numerically unique: reciprocity condition value = 1.63418e-19 Paolo 2018-02-11 16:54 GMT+01:00 Bert Gunter <bgunter.4567 at gmail.com>: > Note the typo in your 3rd line: data < > > Don't

Dear Achim, R Users, What am I doing wrong in this example ? a<-zoo(rnorm(100),order.by=1:100) b<-lag(a) regr<-na.exclude(merge(a,b)) plot(regr) grangertest(regr[,1],regr[,2],3) > a<-zoo(rnorm(100),order.by=1:100) > b<-lag(a) > regr<-na.exclude(merge(a,b)) > plot(regr) > grangertest(regr[,1],regr[,2],3) Error in solve(vc[ovar, ovar]) : subscript out of bounds

Hi Using R 2.8.1. I have list object called "AuxData". Inside a browser(), get("AuxData") succeeds, while getAnywhere("AuxData") fails with the error "no object named ??AuxData?? was found". I'm curious to know if this could be a bug. If yes, I'll try to come up with a reproducible example. Thanks Ben

Dear List members, I am trying to produce some trellis graphics and to save them in a postscript file but I only get blank files. R behaviour is certainly strange because I use a loop to generate the graphics (see code below). When I change the loop variable myself the postscript graphics are OK. I am using R 1.9.1 (2004-06-21) on Debian GNU/Linux which I try to keep updated on a daily basis. I

Hi How to perform hausman test when a model is created using lmer ? Also please any one give link to mail it to r-sig-mixed-models mailing list. I'm not able to find it Thanks in advance Arun -- View this message in context: http://r.789695.n4.nabble.com/Hausman-test-for-lmer-model-tp4213473p4213473.html Sent from the R help mailing list archive at Nabble.com.

Hi, everybody. I am working processing EEG data from 1000 pacients. I have a specific syntax to perform the Spectral Analysis and a loop to analyse all subjects. each subject data are in separate folders (P1, P2 P3...) My question is: in some cases, some errors can appear in one subject. I want to know if is possible to jump to the next subject and perform the same syntax , exibiting an error

Hi, there, I used R CMD check to build my "ATGGS" package under window XP system. My R version is 2.7.2. But I encounter some problems. The log file is like: ********************************************************************************** installing R.css in C:/ATGGS.Rcheck ---------- Making package ATGGS ------------ adding build stamp to DESCRIPTION installing R files

Hi, there, I used R CMD check to build my "ATGGS" package under window XP system. My R version is 2.7.2. But I encounter some problems. The log file is like: ********************************************************************************** installing R.css in C:/ATGGS.Rcheck ---------- Making package ATGGS ------------ adding build stamp to DESCRIPTION installing R files

Hmm, ok. In that case let me try again without my local changes. Maybe they are getting in the way :-/ On Fri, Jan 26, 2018 at 9:51 AM Leonardo Santagada <santagada at gmail.com> wrote: > it is identical to me... wierd. > > On Fri, Jan 26, 2018 at 6:49 PM, Zachary Turner <zturner at google.com> > wrote: > >> (Ignore the fact that my hashes are 8 byte in the

I am confused by the following description in http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfit.html what does the "Not run" mean? if we do not load systemfit, how can we run the following code? ## Not run: library( systemfit ) data( kmenta ) attach( kmenta ) ... I install the package of systemfit, and run the code. I got the warning: > library( systemfit

I'm now thinking that there's a bug in either obj2yaml or yaml2obj, because if I run just those two tools on my codebase it generates yaml files that can't be decoded, will try now to not add any section to the obj file in llvm-objcopy to see if I can link with obj files that I rewrite (but without adding symbols or sections). One of the bugs that do annoy me is that the timedatestamp

Interesting. If it is generating yaml files that can't be decoded, then definitely sounds like a bug. If you can provide a reduced test case we can try to fix it, but admittedly it can often take some effort to generate a reduced test case. The best way is to use creduce. Use cl or clang-cl and write the pre-processed output to a file, then run creduce on that file with a test that