search for: paneldata

...iff.form=list(TRUE)) Gives: diff(value) ~ diff(diff(value), 1) + diff(value, 1) Where I would have thought it would give this: diff(value) ~ diff(value, 1) Thanks for your time. library(foreign) library(plm) #Loading the data data = read.dta("did_dpd.dta") individual = rep(c(1:6230),3) panelData = data.frame(individual) #Getting the panelData ready by adding in time and individual incidies panelData$time = c(rep(1,6230),rep(2,6230),rep(3,6230)) panelData$value = c(data$y_1990,data$y_1991,data$y_1992) #Treating some other variables panelData$treatment= rep(1-data$control,3) panelData$intera...

...a dataset denoting lagged values. # You must supply `unitvar' which identifies the unit that's # repeatedly observed. # You must supply the name of the time variable `timevar' # and you must tell a list of the lags that interest you (`lags') # Example: # paneldata.lags(A, "person", "year", c("v1","v2"), lags=1:4) paneldata.lags <- function(X, unitvar, timevar, lagvars, lags=1) { stopifnot(length(lagvars)>=1) X <- X[order(X[,timevar]),] # just in case it's not sorted. innertask <- functi...

...le2 needs a function as input that might as well consist of many different equations. plm however requires an object of class formula that needs to be included in the plm-call. Does anyone know if there is a way to make R understand that it should do something like result <- plm(function,data = paneldata,...) and what the object "function" then has to look like? Thanks in advance, Erich --

...11800 12.50 174 0.05522833 10800 12.03 175 0.06836836 10800 11.70 176 0.06125084 11600 11.38 177 0.06563393 12400 11.07 178 0.07133359 12800 11.95 TIME and GEO are the Index of my Paneldata, "Verkehrstoten_Quote" is the dependent, all others the independent variables. If anyone could help me understand, why these observations (or generally any) are left out, I would be very glad. Thank you for dealing with my Problem. Regards, Daniel -- View this message in context: http...

Hi, I want to estimate a dynamic paneldata model with the following code, but unfortenately I received the error message below. form<-PB~Activity+Solvency+Cap_Int dynpanel<-pgmm(dynformula(form,list(1,1,1,1)),data=panel[1:2185,1:37],effect="twoways",model="onestep",index=c("Aktie","Datum"),gm...