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IV models with a single regressor don't work with fancy covariance matrices #4
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Thank you for reporting with a reproducible example and the analysis! |
This is fixed in revision #1125 in our development repository (currently building): https://r-forge.r-project.org/R/?group_id=406 It affected all |
I found a similar issue in within_intercept, which also seems to not support models with one covariate. Here is a reproducible example:
The error message is Again, wrapping M with |
Thank you for reporting! This is similar but code-wise independent. Fixed by adding one of the famous |
plm version 2.4-2 now on CRAN (2021-09-21) containing these fixes |
Consider a (modified) example from the help:
When you type
summary(zz)
you get:Now, what about Driscoll-Kraay standard errors?
I believe the problem is in the definition of
vcovG
, where the variabledemX
is defined for models with instrumental variables. If the model matrix has just one column (as in the above example),demX
is a column vector, not a matrix. I've found that if you wrap that line in anas.matrix
everything else works.The text was updated successfully, but these errors were encountered: