Dear Sir,
Thanks for your reply
But still exists a trick . Basically I want to do Panel Tobit. I am using
the tobit function from the package (AER) on a panel data .
Suppose that Gasoline$lgaspcar is a 0 inflated data and I do
m1<- tobit (as.formula(paste("lgaspcar ~", rhs)), data=Gasoline)
then
Dear Sayan,
there is a vcovHC method for panel models doing the White-Arellano covariance
matrix, which is robust vs. heteroskedasticity *and* serial correlation,
although in a different way from that of vcovHAC. You can supply it to coeftest
as well, just as you did. The point is in estimating
On Tue, 8 Dec 2009, sayan dasgupta wrote:
Dear R users,
I have a question here
library(AER)
library(plm)
library(sandwich)
## take the following data
data("Gasoline", package="plm")
Gasoline$f.year=as.factor(Gasoline$year)
Now I run the following regression
rhs <- "-1 + f.year + lincomep+l
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