[R] Hausman test

Bert Gunter bgunter.4567 at gmail.com
Sun Feb 11 16:54:31 CET 2018


Note the typo in your 3rd line: data <

Don't  know if this means anything...

Bert



On Feb 11, 2018 7:33 AM, "PAOLO PILI" <paolo.pili at student.unife.it> wrote:

> 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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>
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