Displaying 1 result from an estimated 1 matches for "psidextract".
2009 Apr 25
2
plm Hausman-Taylor model
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R> ###Prob 6 Chapter 3 Use R! Applied Econometrics with R (Kleiber &
Zeileis)
R> ## hlp(PSID1982) => cross section data for 1982 only Need panel data
I guess
R> ## found full set on STATA web site
R> ## http://www.stata-press.com/data/r10/psidextract.dta
R> ## STATA results in Sec 2 of: folk.uio.no/erikbi/ECON5120_H07_Note19.pdf
R> library("foreign")
R> fulldat <- read.dta("~/Desktop/psidextract.dta")
R> library("plm")
R>
R> fulldat.plm = plm.data(fulldat,index=c("id","t"))...