You wrote:
Ø Dear All,
Ø Can anyone provide me with reference notes(or steps) towards analysis of??
(un)balanced panel data in R.
Ø Thank you!
The "plm" package does panel data analysis in R. See the vignette at:
cran.r-project.org/web/packages/plm/vignettes/plm.pdf. There are other similar
articles by the same authors, Yves Croissant and
Giovanni Millo, and one of these is the best to get you started. If the
"plm" package does not do all that you are looking for, you will have
to explore the more general packages for mixed models (or hierarchical models or
models for longitudinal data) in statistics, like "nlme" and
"lme4". See section 7 of the vignette for more details on these
packages. The "plm" package deals with panel data econometrics. Good
books on the topic of panel data econometrics are: Wooldridge J (2002),
Econometric Analysis of Cross{Section and Panel Data. MIT press and Baltagi B
(2001), Econometric Analysis of Panel Data. 3rd edition. John Wiley and Sons ltd
but these books do not have any R code (or any other code for that matter).
The classic reference for mixed models in R is the book by Pinheiro and Bates:
Pinheiro J, Bates D (2000). Mixed{E_ects Models in S and S-plus.
Springer-Verlag, and, Pinheiro J, Bates D, DebRoy S, the~R Core~team DS (2007).
nlme: Linear and Nonlinear Mixed E_ects Models. R package version 3.1-86, URL
http://CRAN.R-project.org.
Other books that deal with longitudinal data are: Applied Longitudinal Data
Analysis: Modeling Change and Event Occurrence by Judith D. Singer and John B.
Willett (social science perspective) and Longitudinal and Panel Data: Analysis
and Applications in the Social Sciences by Edward W Frees (a statistician). Both
these books have URL's where you can get the R programs for the books. The
URL for the Singer and Willet book is:
http://www.ats.ucla.edu/stat/examples/alda.htm.
Jude Ryan
Director, Analytical Insights | MarketShare
1270 Avenue of the Americas, Suite # 2702, New York, NY 10020
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