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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