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sonsbeek
2013 Jan 11
0
Manual two-way demeaning of unbalanced panel data (Wansbeek/Kapteyn transformation)
Dear R users,
I wish to manually demean a panel over time and entities. I tried to code
the Wansbeek and Kapteyn (1989) transformation (from Baltagi's book Ch. 9).
As a benchmark I use both the pmodel.response() and model.matrix() functions
in package plm and the results from using dummy variables. As far as I
understood the transformation (Ch.3), Q%*%y (with y being the dependent
variable) s...