Re: [R] plm random effect: the estimated variance of the individual effect is negative

2013-01-04 Thread matteo ognibene
or: > Error in if (sigma2$id < 0) stop(paste("the estimated variance of the",  :  >             missing value where TRUE/FALSE needed Thanks Matteo Ognibene > Subject: Re: [R] plm random effect: the estimated variance of the individ

Re: [R] plm random effect: the estimated variance of the individual effect is negative

2013-01-04 Thread matteo ognibene
; Subject: Re: [R] plm random effect: the estimated variance of the individual > effect is negative > Date: Thu, 3 Jan 2013 13:23:07 -0800 > > > On Jan 3, 2013, at 8:19 AM, matteo ognibene wrote: > > > > > Hi,R 2.15.2 plm() function on Windows 7 > > I have a

[R] plm random effect: the estimated variance of the individual effect is negative

2013-01-03 Thread matteo ognibene
Hi,R 2.15.2 plm() function on Windows 7 I have a problem with the variance estimation in a random effect model I used this formula to get my result, and it works:reg <- deltaF ~ L1.deltaF + L2.deltaF + deltaCDS + L1.deltaCDS + L2.deltaCDS + L3.deltaCDS + deltaUS_Yields + deltaZ + L1.deltaZ + L2.

[R] I need intercept in plm model

2012-12-29 Thread matteo ognibene
Hi,R 2.15.2 plm() function on Windows 7 when i perform a plm regression, i can't manage to obtain the intercept, but I need it.it gives me just the beta coefficient. my formula: fixed <- plm(deltaS ~ L1.deltaS + L2.deltaS, data=Mody_R, index=c("country_id", "date"), model="within") my output: Co