[R] Error using coeftest() with a heteroskedasticity-consistent estimation of the covar.

ManuelS steiner-manuel at web.de
Wed Nov 23 16:41:56 CET 2011


I am trying to run /coeftest()/ using a heteroskedasticity-consistent
estimation of the covariance matrix and i get this error:

# packages

> coeftest(*GSm_inc.pool*, vcov = vcovHC(*GSm_inc.pool*, method="arellano",
> type="HC3"))
/Fehler in 1 - diaghat : nicht-numerisches Argument für binären Operator/
something like: /Error in 1 - diaghat: non-numeric argument for binary

Any ideas what this error is trying to tell me? *GSm_inc.pool * is estimated
like this:

> GSm_inc.pool <- plm(GS ~ log(I_EQON) + ... + PAGRI,
+ data = pmen, na.action=na.exclude, model="pooling")

/summary/(*GSm_in.pool*) works perfectly as well and all the variables are


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