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splm package is a r implemention of spatial panel data models. and the loglik paremeter is most important infomation for splm methods. but i found the loglik always been null ,it's craze to get right estimation in splm with null loglik. Any one knows the splm package and can get the right loglik ? please help me. thanks -- View this message in context:

...l R where to find them?). Best Regards John <output in original message suppressed> -- John C Frain Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj at tcd.ie mailto:frainj at gmail.com Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}

...pe: text/plain Can anyone point me towards a beginner's tutorial, books, etc for someone that on time-series analysis, ARMA/ARIMA models, etc? keywords: time-series, autoregression, autoregressive, tutorial, beginner, ARMA, ARIMA ___________ Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}

...t number of observations My data is an unbalanced panel with 20907 observations (6971 individuals and years 2001 to 2007). This is not enough? Could anyone help me? Cec?lia Carmo (Universidade de Aveiro ? Portugal) ### end original message ### Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}

...et but I receive different error messages every time. One new message is: vector size specified is too large Can any one please send any part from any dataset just for testing a regression system and to know where is the problem?? Many thanks, Nancy Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}

Dear r-helpers, I am working with plm package. I am trying to fit a fixed effects (or a 'within') model of the form y_it = a_i + b_i*t + e_it, i.e. a model with an individual-specific intercept and an individual- specific slope. Does plm support this directly? Thanks in advance! Otto Kassi

Hello, I am trying to create a panel with the attached data frame. using the following code: > PanelRio = DataRiopaila[which(duplicated(DataRiopaila$SEC_STE)==T),] > PanelRio=plm.data(PanelRio,index=c("SEC_STE","FechaSiembra")) series Pluv3Meses,PluvMes4al10,Pluv2UltimosMeses,Rad3Meses,RadMes4al10,Rad2UltimosMeses are NA and have been removed It tells me it removes

...0943p23190943.html Sent from the R help mailing list archive at Nabble.com. ------------------------------ Giovanni Millo Research Dept., Assicurazioni Generali SpA Via Machiavelli 4, 34132 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160 Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}

Dear all, Does anyone know if the PLM package (to run Panel Data Analysis) accepts quarterly data? The package vignette and documentation only use annual data -and the only time index available seems to work for years. José Mr José Luis Iparraguirre Senior Research Economist Economic Research Institute of Northern Ireland 2 -14 East Bridge Street Belfast BT1 3NQ Northern

...nk you in advance. Best regards Limin -------------------------------------------------------- Giovanni Millo Research Dept., Assicurazioni Generali SpA Via Machiavelli 4, 34132 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160 Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}

Dear Sir/ Madam, I am writing about the panel data for my bachelor degree. I would really appreciate if You could help dealing with R functions. I am trying to estimate the panel data lm model with plm function. When i include 3dummy variables into the regression it dont appear in the sumarry of the model, but when i estimate a simple lm model it appears. Why is it so? What should i do to

Hi all, what indicates the parameter theta in the summary of a random effect panel model estimated with the plm function? example: data("Produc", package = "plm") zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp, model="random", data = Produc, index = c("state","year")) summary(zz) Effects: var std.dev

Hi all, I have estimated a random panel model using plm function. I have a question about the vector of resduals obtained with the object $residuals. example: data("Produc", package = "plm") zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp, model="random", data = Produc, index = c("state","year")) res<-zz$residuals #

Hi, I have a new workstation and am in the process of moving all my work onto it. I have also installed R 2.10.0 on the new machine. I remember changing my R settings of my old machine (R 2.9.1) to connect to the internet, but I can't remember exactly how. I have tried Sys.getenv(), but it does not give me the proxy settings I would need to finish the setup of my new machine. Does anyone

 Hi R users:  I am using the plm package for linear panel data analysis but encountered the following message when I try plm function to estimate an random model with individual effect.  data.re.ind <- plm(X.RETURN. ~ IOB + IOBS,data=E,model="random",effect = "individual")  Error in swar(object, data, effect) :  the estimated variance of the individual effect is negative

Hi all, I a semi-beginner with R and I am working with the plm package to examine a longitudinal dataset. Each individual in this dataset has a longitudinal weight for the probability that he or she remains in the sample. Unfortunately, I have not found an argument to use weights in the plm function? I tried ?weights=? like in standard lm or in nlme or lm4 but it does not work. I asked the

Hi,R 2.15.2 plm() function on Windows 7 when i perform a plm regression, i can't manage to obtain the intercept, but I need it.it gives me just the beta coefficient. my formula: fixed <- plm(deltaS ~ L1.deltaS + L2.deltaS, data=Mody_R, index=c("country_id", "date"), model="within") my output: Coefficients : Estimate Std. Error t-value Pr(>|t|)

Hi! I am quite a new user of R. I wanted to ask if there was some package for dynamic panel analysis (with Arneallo-Bond Method) like stata. PLM is for panel analysis but not for dynamic. Best regards, Tanveer

Hello to all on the list, I'm trying to estimate a fixed effects model from a large (unbalanced) panel data set. I have no problems when using only an individual effect or only a time effect, but I get an error message when I try for a "twoways" effect. Here is some of the code: paneldata27 is the entire panel data set: > dim(paneldata27) [1] 1178831 8 >

I am working with panel data. I am using the plm package to do this. I would like to do be able to adjust for autocorrelation, as one does with glm models and correlation structures (eg corr=corARMA(q=4)) . In particular, I want to employ MA(4) error structure. Is there a way of doing this with the plm package? (Note: I do not really want to use the pggls function for various