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Pooled SUR with no intercept -> "(Intercept) = 0" is not well formed.... [ reply ]
By: M. P. on 2018-12-26 17:45
[forum:46478]
Hi,

I have panel data, from which the time and individual fixed effects were subtracted (see last equation in: https://stats.stackexchange.com/questions/246548/difference-between-one-way-and-two-way-fixed-effects-and-their-estimation). I am doing a pooled SUR estimation of the coefficients and am now trying to get rid of the intercept term. I have tried to do the following:

m <- c("(Intercept) = 0")

model_fit <- systemfit(formula = EQUAT, method = "SUR", data = DF_pannel, pooled = TRUE, restrict.matrix = m)

but, I get the error message: "(Intercept) = 0" is not well formed: contains bad coefficient/variable names. Any ideas how to fix this and eliminate the intercept?



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