Re: [R] Waldtest and different sample sizes

hiavelli 3, 34132 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160 - original message -- Date: Wed, 21 May 2014 10:49:44 +0200 From: "Katharina Mersmann" To: Subject: [R] Waldtest and different sample sizes Message-ID: <01cf74d1$9cc81960$d6584c20$@uni-koeln

[R] Waldtest and different sample sizes

Hey R Users! I´m trying to run a waldtest comparing an restricted and unrestricted model. But sample size is different (because of NA´s), so I get an error message: > caus2<-plm(CSmean~ lag(CSmean,1)+ lag(numfull_FCRlong,1)+ +GDP+linpol_GDPpCapita+fort_budget+fort_percentDeb