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imin
2010 Jul 01
0
coefficients poolability (was: question regarding panel data analysis)
...methods for panels with
heterogeneous slopes are the Swamy estimator in pvcm{plm} and the mixed
models' methods in packages nlme and lme4.
PS if you want to play with the Baltagi et al. data,
> 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...