Hey R Users!

I´m trying to run a waldtest comparing an restricted and unrestricted model.

But sample size is different (because of NA´s), so I get an error message:

 

> caus2<-plm(CSmean~ lag(CSmean,1)+ lag(numfull_FCRlong,1)+ 

+                GDP+linpol_GDPpCapita+fort_budget+fort_percentDebt+

+                linpol_primSurplus+Inflation+lagBYmean,

+                data = data.plm, index = c("countrynr","quartal"),model =
"within")

> waldtest(caus2,update(caus2,.~.-lag(numfull_FCRlong,1),test = "Chisq")

Fehler in waldtest.default(caus2, update(caus2, . ~ . –
lag(numfull_FCRlong,1),  : 

  models were not all fitted to the same size of dataset

 

So I tried to remove the NA´s first:

> data.plm.naomit<-na.omit(data.plm)

> caus2<-plm(CSmean~ lag(CSmean,1)+ lag(numfull_FCRlong,1)+ 

+                GDP+linpol_GDPpCapita+fort_budget+fort_percentDebt+

+                linpol_primSurplus+Inflation+lagBYmean,

+                data = data.plm.naomit, index =
c("countrynr","quartal"),model = "within")

Fehler in model.matrix.pFormula(formula, data, rhs = 1, model = model,  : 

  NA in the individual index variable

Zusätzlich: Warnmeldung:

In `[.data.frame`(index, as.numeric(rownames(mf)), ) :

  NAs durch Umwandlung erzeugt

> waldtest(caus2,update(caus2,.~.-lag(numfull_FCRlong,1),test = "Chisq")

Fehler in waldtest.default(caus2, update(caus2, . ~ . –
lag(numfull_FCRlong,1),  : 

  models were not all fitted to the same size of dataset

 

But this doesn´t work either, because of the error during the fitting
process, another way: 

>
caus2_small<-update(caus2,.~.-lag(numfull_FCRlong,1),data=data.plm[-ch2$na.a
ction])

Fehler in -ch2$na.action : ungültiges Argument für unären Operator

> waldtest(caus2,ch2_small)

 

What should I do? Is the removal of NA´s a common procedure? 

 

 

Thanks for your advice and have a nice day ;)

Katie


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