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dem_y_it
2013 Jan 11
0
Manual two-way demeaning of unbalanced panel data (Wansbeek/Kapteyn transformation)
...$value-ave(Grunfeld$value,index=Grunfeld$firm)-ave(Grunfeld$value,index=Grunfeld$year)+rep(mean(Grunfeld$value),length(Grunfeld$inv)))
dem_y_i<-pmodel.response(plm(formula=inv~value,data=Grunfeld,index=c("firm","year"),model="within",effect="individual"))
dem_y_t<-pmodel.response(plm(formula=inv~value,data=Grunfeld,index=c("firm","year"),model="within",effect="time"))
dem_y_it<-pmodel.response(plm(formula=inv~value,data=Grunfeld,index=c("firm","year"),model="within",effect="two...