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.