[R] panel regression diagnostics?

Liviu Andronic landronimirc at gmail.com
Wed Mar 17 00:30:36 CET 2010


Dear R users
How should one approach diagnosing a regression on panel data? I am
mostly talking about the "within" or Fixed Effects case. There are
some panel-specific tests and diagnostics explained in
require(plm)
vignette("plm")

But I was wondering if diagnostics on ordinary linear models (as
explained here[1], for example) also apply to panel regressions.
Perhaps someone could suggest a good reference? Thank you
Liviu

[1] http://socserv.socsci.mcmaster.ca/jfox/Courses/Brazil-2009/slides-handout.pdf


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