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grunfeld
2013 Jan 11
0
Manual two-way demeaning of unbalanced panel data (Wansbeek/Kapteyn transformation)
...y_it)
#y_it[1:10]
#dem_y_it[1:10]
sum(x1_it!=dem_X_it)
#x1_it[1:10]
#dem_X_it[1:10,]
(getQ(Grunfeld,t.index="year",i.index="firm")%*%Grunfeld$inv)[1:10]
(getQ(Grunfeld,t.index="year",i.index="firm")%*%y_it)[1:10]
dem_y_it[1:10]
############################
Grunfeld1<-Grunfeld[-1,]
sum(ave(Grunfeld1$inv,index=Grunfeld1$firm)!=(tapply(Grunfeld1$inv,Grunfeld1$firm,function(x){mean(x)})[Grunfeld1$firm]))==0
y_i<-Grunfeld1$inv-ave(Grunfeld1$inv,index=Grunfeld1$firm)
y_t<-Grunfeld1$inv-ave(Grunfeld1$inv,index=Grunfeld1$year)
y_it<-(Grunfeld1$inv-ave(Gr...