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 article "Panel Data Econometrics in R: The plm package" (pp.19-20):
data("EmplUK", package="plm") zz <- pggls(log(emp)~log(wage)+log(capital),data=EmplUK, model="random") summary(zz) Which for me results in the following warning: WARNING: Warning: 'random' argument to pggls() has been renamed as 'pooling' It then proceeds with estimating a pooled model. I've checked if PLM by any chance does produce the right coefficient estimates, but the numbers do not add up when compared to the estimates in the article. This problem perists for any dataset I use. Any thoughts? [[alternative HTML version deleted]] ______________________________________________ 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.