Hey I am trying to run /coeftest()/ using a heteroskedasticity-consistent estimation of the covariance matrix and i get this error:
# packages >library(lmtest) >library(sandwich) #test > coeftest(*GSm_inc.pool*, vcov = vcovHC(*GSm_inc.pool*, method="arellano", > type="HC3")) /Fehler in 1 - diaghat : nicht-numerisches Argument für binären Operator/ something like: /Error in 1 - diaghat: non-numeric argument for binary operator/ > Any ideas what this error is trying to tell me? *GSm_inc.pool * is estimated like this: > GSm_inc.pool <- plm(GS ~ log(I_EQON) + ... + PAGRI, + data = pmen, na.action=na.exclude, model="pooling") /summary/(*GSm_in.pool*) works perfectly as well and all the variables are numeric. Thanks Manu -- View this message in context: http://r.789695.n4.nabble.com/Error-using-coeftest-with-a-heteroskedasticity-consistent-estimation-of-the-covar-tp4100080p4100080.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
