On Sun, 13 Mar 2011, Ghosh, Gaurav wrote:

Hi all,

I have been working through the examples in one of the vignettes associated with the 'mlogit' package, 'Kenneth Train's exercises using the mlogit package for R.' In spite of using the code unchanged, as well as the data used in the examples, I have been unable to run a Wald test to test two models.

Specifically, I have run the following command, where mc and mi2 are fitted models: waldtest(mc,mi2)

The two fitted models are:
mc <- mlogit(depvar ~ ic + oc, H, reflevel="hp")
mi2 <- mlogit(depvar ~ oc + ic | income, H, reflevel="hp")

That's still not the complete code for replicating the problem...please do provide reproducible examples as the posting guide asks you!

Using R 2.12.2 and mlogit 0.2-1, I can replicate the results from the vignette using

library("mlogit")
data("Heating", package = "mlogit")
H <- mlogit.data(Heating, shape = "wide", choice = "depvar", varying = 3:12)
mc <- mlogit(depvar ~ ic + oc, H, reflevel = "hp")
mi2 <- mlogit(depvar ~ oc + ic | income, H, reflevel = "hp")
waldtest(mc, mi2)

I think that the test is taken from the 'lmtest' package.

The generic is from "lmtest" but the method is provided by "mlogit".

I get the following error message:
Error in terms.default(x) : no terms component

The default method should not be called, there is a terms() method for "mlogit" objects. Maybe you're using an old version of mlogit?
Z



I would be grateful for tips on how to proceed.  Thanks in advance.

Best regards,
Gaurav S. Ghosh, Ph.D.,
E.ON Energy Research Centre, Room 01.32,
RWTH Aachen,
Mathieustra?e 6,
D-52074 Aachen, Germany



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