[R] Harris–Tzavalis

2017-05-25 Thread Johanna von Bahr
Hi! I would like to know how to do a Harris–Tzavalis test in R? Best, Johanna [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do r

[R] Amelia

2017-05-27 Thread Johanna von Bahr
Hi, I have some trouble with Amelia. I run the following: all.data<-read.csv2("jldata2.csv", header = TRUE) summary(all.data) corp<-plm.data(all.data, cbind("country", "year")) data.mi <- Amelia::amelia(corp, idvars=1, ts=2, cs=3,intercs=FALSE,nom=4,5,6, 7, 8, 13, 14,19:27, 61 , bounds=bounds,

[R] Regressing the residuals on the country dummies

2015-10-01 Thread Johanna von Bahr
I’m trying to estimate a model regressing the residuals on the country dummies as follows; model.resC <- lm(model2$res ~ as.factor(Country)) summary(model.resC) As I call the model I get the following results regarding the residuals: "ALL 90 residuals are 0: no residual degrees of freedom!" Wha