whc: Fitting the fixed effect panel data model with...

In wahc: Autocorrelation and Heteroskedasticity Correction in Fixed Effect Panel Data Model

Description

Fitting the fixed effect panel data model with heteroskedasticity and autocorrelation correction

Usage

whc(formula, data,n,t,...)

Arguments

formula	an object of class formula
data	the dataframe
n	the number of section
t	the time per section
...	not used

Examples

# Create data
pib<-as.matrix(c(12,3,4,0.4,0.7,5,0.7,0.3,0.6,89,7,8,45,7,4,5,0.5,5),nrows=18,ncols=1)
tir<-as.matrix(c(12,0.3,4,0.4,7,12,3.0,6.0,45,7.0,0.8,44,65,23,4,6,76,9),nrows=18,ncols=1)
inf<-as.matrix(c(1.2,3.6,44,1.4,0.78,54,0.34,0.66,12,0.7,8.0,12,65,43,5,76,65,8),nrows=18,ncols=1)
npl<-as.matrix(c(0.2,3.8,14,2.4,1.7,43,0.2,0.5,23,7.8,88,36,65,3,44,65,7,34),nrows=18,ncols=1)
#create a data frame
mdata<-data.frame(p=pib,t=tir,int=inf,np=npl)
#fit the model
fx<-whc(p~int+t,mdata,n=6,t=3)
summary(fx)

Example output

Formula:p ~ int + t

Balanced Panel: n: 6 t: 3 N: 18 
Rsquared : 0.009788172 
            Estimates   stderr t-value pvalue
(Intercept)  0.000000 0.000000      NA     NA
int          0.066601 0.078883  0.8443 0.4118
t            0.029849 0.177207  0.1684 0.8685

wahc documentation built on May 2, 2019, 9:39 a.m.