[R] (no subject)

Millo Giovanni Giovanni_Millo at Generali.com
Thu Apr 23 12:33:42 CEST 2009


Dear Helen,

bootstrapped standard errors are currently not supported in 'plm'.

Cheers,
Giovanni

------------------------------

Original Message:
Date: Wed, 22 Apr 2009 23:23:26 -0700 (PDT)
From: Helen Chen <96258011 at nccu.edu.tw>
Subject: [R]  question of plm package
To: r-help at r-project.org
Message-ID: <23190943.post at talk.nabble.com>
Content-Type: text/plain; charset=us-ascii


Dear R help, 
      I use the package plm  the function plm() to analyse a panel data
and 
   estimate a fixeffect model. 
   I use the code as follow : 
    fe <- plm(y~x+z, data, model = "within") 
   I want to use bootstrap to estimate standard error
   I consult the paper plm.pdf , but I can't find any answer. 
  Can I estimate variance with bootstrap?

   Thanks, 
   Helen Chen 
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------------------------------

Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4, 
34132 Trieste (Italy)
tel. +39 040 671184 
fax  +39 040 671160

Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}




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