wahc (version 1.0)

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

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)