See:
http://n4.nabble.com/panel-data-td1749549.html
On Thu, Apr 8, 2010 at 12:55 PM, Richard Saba <sabaric at auburn.edu>
wrote:> I have a data set with observations on 549 cities spanning ?an 18 year
> period. However, some of cities did not report in one or more of the 18
> years. I would like to implement the procedure suggested by Wooldridge
> section 17.1.3 in his "Econometric analysis of cross section and panel
data"
> to correct for attrition. For example the table below indicates that the
3rd
> and the 7th cities in the data set do not have observations for several
> years. The Wooldridge procedure requires the generation of a selection
> variable that takes on the value of 1 if the city reports in that year and
0
> otherwise. How do I assign a zero to a city when it does not have an
> observation for that year?
>
> For example. Suppose I have the following data set. The observation range
> over three years 1990-1992. But some cities did not report in some years.
>
>
> The original data looks like this:
>
> Cicoid ? ?year ? ? ? other_variables ? ? ? ? seclection-variable
>
> 1 ? ? ? ? ? ? 1990 ? ? ?x x x x x x x ? ? ? ? ? ? ? ? ? ? ?1
> 1 ? ? ? ? ? ? 1991 ? ? ?xxxxxxxxxx ? ? ? ? ? ? ? ? ? ? ? ? 1
> 2 ? ? ? ? ? ? 1991 ? ? ?xxxxxxxxxx ? ? ? ? ? ? ? ? ? ? ? ? 1
> 3 ? ? ? ? ? ? 1990 ? ? ?xxxxxxxxxx ? ? ? ? ? ? ? ? ? ? ? ? 1
> 3 ? ? ? ? ? ? 1991 ? ? ?xxxxxxxxxx ? ? ? ? ? ? ? ? ? ? ? ? 1
> 3 ? ? ? ? ? ? 1992 ? ? ?xxxxxxxxxx ? ? ? ? ? ? ? ? ? ? ? ? 1
>
> I would like to get a data set that looks like this:
>
> Cicoid ? ?year ? ? ? other_variables seclection-variable
>
> 1 ? ? ? ? ? ? 1990 ? ? ?x x x x x x x ? ? ? ? ? ?1
> 1 ? ? ? ? ? ? 1991 ? ? ?xxxxxxxxxx ? ? ? ? ? ? ? 1
> 1 ? ? ? ? ? ? 1992 ? ? ?....... ? ? ? ? ? ? ? ? ?0
> 2 ? ? ? ? ? ? 1990 ? ? ?........ ? ? ? ? ? ? ? ? 0
> 2 ? ? ? ? ? ? 1991 ? ? ?xxxxxxxxxx ? ? ? ? ? ? ? 1
> 2 ? ? ? ? ? ? 1992 ? ? ?........ ? ? ? ? ? ? ? ? 0
> 3 ? ? ? ? ? ? 1990 ? ? ?xxxxxxxxxx ? ? ? ? ? ? ? 1
> 3 ? ? ? ? ? ? 1991 ? ? ?xxxxxxxxxx ? ? ? ? ? ? ? 1
> 3 ? ? ? ? ? ? 1992 ? ? ?xxxxxxxxxx ? ? ? ? ? ? ?1
>
>
> I can reshape the data using STATA with the following three simple
commands:
> ? ? xtset Cicoid year
> ? ? tsfill ,full
> ? ? replace selection_variable=0 if selection_variable==.
>
> I proclaim the data as a panel series identifying the ID and TIME index
> variables. Then use the time-series fill command.
>
> I have searched the help and vignettes of both the "zoo" and
"plm" packages
> but cannot find the solution.
> Can anyone help? Thanks,
>
> Richard Saba
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>