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Good day R-users, So if the question may seem easy to many of you but this present a serious issue for me . I'm currently running a panel data analysis i've used the plm package to perform the Tests of poolability as results intercepts and coefficients are assumed different. so my question is should give up the panel analysis in my case or is there any alternative methodology or

...> data(Cigar, package="Ecdat") > fm <- log(sales)~lag(log(sales),1)+log(price)+log(pimin)+log(ndi) ...and so on. (As you can see, the pooltest badly rejects). HTH, Giovanni ************************************ Message: 108 Date: Thu, 1 Jul 2010 02:12:20 +0200 From: amatoallah ouchen <at.ouchen at gmail.com> To: r-help at r-project.org Subject: [R] question regarding panel data analysis Message-ID: <AANLkTimxIo6ZLz0lwlMx5robawt9HeAjeAam-h14z-W7 at mail.gmail.com> Content-Type: text/plain; charset=ISO-8859-1 Good day R-users, So if the question may seem easy to ma...

Good day R-listers, I'm currently working on a panel data analysis (N=17, T=5), in order to check for the spurious regression problem, i have to ?test for stationarity but i've read somewhere ?that i needn't to test for it as ?my T<10 , what do you think? if yes ?is there any other test ?i have to ?perform in such case (a kind of cointegration test for small T?) Any hint would be

...ted, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ------------------------------ Message: 2 Date: Sat, 24 Jul 2010 12:54:11 +0200 From: "Setlhare Lekgatlhamang" <[13]SetlhareL at bob.bw> To: "amatoallah ouchen" <[14]at.ouchen at gmail.com>, <[15]r-help at r-project.org> Subject: Re: [R] Question regarding panel data diagnostic Message-ID: <[16]25D1D72D6E19D144AB813C9C582E16CF03F7EA27 at BOB-EXCHANGE.bob.bw> Content-Type: text/plain; charset="iso-8859-1...

Good day R-listers, I'm working with a panel dataset, i've used many models , homogeneous (fixed effect, pooled ols and Driscoll and Kraay) heterogeneous (swamy random coefficients) and would like to do a post-estimation to select the model that best fit my regression. is there any method, command that may allow me to do this in R? Any hint will be highly appreciated Ama.

Good day R-listers, My question is more a statistical question than an R related question, so please bear with me i'm currently applying the chow test of poolability in fact i'm working with panel N=17 T=5 , and my model looks like this : Yit= a0+B1X1+B2X2+B3X3+B4X4+eit My question is the following when i'm Testing for the equality of the coefficients of the unpooled data (the