[R] Hausman test
PAOLO PILI
paolo.pili at student.unife.it
Sun Feb 11 13:18:34 CET 2018
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
>
grun.fe<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
> grun.re
<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
>
gw<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
>
gr<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
> phtest(gw,gr)
I got this answer:
Error in solve.default(dvcov) :
how can I solve this problem?
Thank you
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