Do you please plan to add diagnostics to the lp_lin_panel and lp_nl_panel?

[JeanCarpenter]

Hello,

thank you for this package! I am using it while working on my PhD on central banks policy. I do not have access to Stata at my institution so I try it in R. I have found the coefficients in the "reg_summaries". However, I am wondering if there is a similar function as in lp_lin and lp_nl for diagnostics (I have found in the documentation "diagnostics_list") or if you please plan to add it.

Otherwise, I would be very grateful if you advise me on how I could get it.

Thank you in advance!

Jeanette

[AdaemmerP]

If you use a robust covariance estimator for input _robustcov = ... , the output for _regsummaries will only be the t-tests based on the robust covariance estimators. If you do not use a robust covariance estimator (_robustcov = NULL), you get a full summary output in "reg_summaries" from the plm package. Hence, you could run the code again with _robustcov = NULL to get some additional diagnostics.

[JeanCarpenter]

oh! I see, thank you very much! JC

[AdaemmerP]

The new CRAN version (0.2.3) now also returns the full plm-output for each horizon for the panel functions. Hence, you can compute your own summary statistics.

[JeanCarpenter]

Thank you that will be very useful, I will try it out soon. JC