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I am trying to compute a Wald test for linear hypothesis on the coefficients. More specifically, I am trying to conduct the F-test for the key variables in a linear model. However, I am always getting a specific error.

waldtest(coeff, ~x-0, type = "cluster")

>Error in modelUpdate(objects[[i - 1]], objects[[i]]) : 
    empty model specification
In addition: Warning message:
In modelUpdate(objects[[i - 1]], objects[[i]]) :
terms specified that are not in the model: “cluster”**

I assume it is related to R version installed on my computer but I am kinda new to R.

Edit: Installing the latest R version solved my problem but I will leave the question open since there can be more practical solution.

convex895
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  • It's easier to help you if you include a simple [reproducible example](https://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example) with sample input and desired output that can be used to test and verify possible solutions. – MrFlick Dec 21 '20 at 08:52
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    Side comment: the [lfe package](https://cran.r-project.org/web/packages/lfe/) has been removed from CRAN because of unresolved issues. Which means I won't even try to install it. (and the [lfe](https://stackoverflow.com/tags/lfe) tag on Stack Overflow is not related to this package) –  Dec 21 '20 at 09:03
  • @Jean-ClaudeArbaut https://stackoverflow.com/questions/65258120/where-did-the-lfe-package-go-and-how-can-i-find-out-about-things-like-that Looks like it will again be available in CRAN soon. I figured lfe tag on this site is not related but I've seen posts using it for R questions. – convex895 Dec 21 '20 at 17:55

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