library(AER) library(plm) data(Guns) model <- plm(log(violent) ~ law, data = Guns, index = c("state", "year"), model = "pooling") model_fe <- plm(log(violent) ~ law, data = Guns, index = c("state", "year"), model = "within") # estimate a model with state and time fixed effects using plm() model_sete <- # print a summary using robust standard errors # test whether state and time fixed effects are jointly significant from zero # estimate a model with state and time fixed effects using plm() model_sete <- plm(log(violent) ~ law, data = Guns, index = c("state", "year"), model = "within", effect = "twoways") # print a summary using robust standard errors coeftest(model_sete, vcov. = vcovHC, type = "HC1") # test whether state and time fixed effects are jointly significant from zero pFtest(model_sete, model) ex() %>% check_function("plm") %>% { check_arg(., "formula") %>% check_equal() check_arg(., "data") %>% check_equal() check_arg(., "index") %>% check_equal() check_arg(., "model") %>% check_equal() check_arg(., "effect") %>% check_equal() } test_function("coeftest", args="x") test_student_typed("vcov. = vcovHC") ex() %>% check_function("pFtest") %>% { check_arg(., "x") %>% check_equal() check_arg(., "z") %>% check_equal() } success_msg("Correct! Including state and time effects results in a very small coefficient estimate which is not significantly different from zero at any common level. The F-test reveals that state and time fixed effects are jointly significantly different from zero.")