[R] plm Hausman-Taylor model

Ron Burns rrburns at cox.net
Sat Apr 25 19:47:24 CEST 2009


Dear all-

I am have trouble in using the model="ht" option in function plm from 
the plm library.  I am using
Package: plm Version: 1.1-1; R version 2.8.1 (2008-12-22) running on a 
FC-8 linux machine.

Here is what I am trying to do:

 ##----------------------------------------------------------------------------
R> ###Prob 6  Chapter 3 Use R! Applied Econometrics with R (Kleiber & 
Zeileis)
R> ## hlp(PSID1982) => cross section data for 1982 only  Need panel data 
I guess
R> ## found full set on STATA web site
R> ## http://www.stata-press.com/data/r10/psidextract.dta
R> ## STATA results in Sec 2 of: folk.uio.no/erikbi/ECON5120_H07_Note19.pdf
R> library("foreign")
R> fulldat <- read.dta("~/Desktop/psidextract.dta")
R> library("plm")
R>
R> fulldat.plm = plm.data(fulldat,index=c("id","t"))
R>
R> earn_plm <- plm(lwage~ occ+ south+ smsa+ ind+ exp+ exp2+ wks+
+                 ms+ union+ fem+ blk+ ed | exp+ exp2+ wks+ ms+ union+ ed,
+                 data = fulldat.plm,model="ht")
Error in names(result) <- nf : attempt to set an attribute on NULL

I have tried several variations and some other data sets (not so easily 
reproducible for others as this one) but have yet to obtain an error 
free result.  

Thanks in advance for any help
      Ron
--
R. R. Burns
Retired
Oceanside, CA




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