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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...