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plm::plm() fixes and extensions

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@jepusto jepusto released this 23 Apr 20:08

This release corrects a bug in the methods for random effects models fitted using plm() and extends the methods to work with nested random effects models estimated by plm().

  • Corrected bug in methods for plm objects estimated by random effects, which occurred when a user-specified clustering variable was at a higher level than the random effects.
  • Added support for plm objects with nested random effects (effects = "nested").
  • Added additional syntactic options for specifying clustering variable with plm objects. See ?plm.
  • Corrected bug in how Wald_test() labeled results when test = "Naive-Fp".