similar to: plm: plm.data vs pdata.frame

Dear all I am trying to fit Variable Coefficients Models on Unbalanced Panel Data. I managed to fit such models on balanced panel data (the example from the "plm" vignette), but I failed to do so on my real, unbalanced panel data. I can reproduce the error on a modified example from the vignette: > require(plm) > data("Hedonic") > Hed <- pvcm(mv ~ crim + zn + indus

Hi all, I installed all required packages for plm, but pdata.frame is not a recognized function on R to start with. I followed the first page of "introduction to plm" by Croissant&Millo, Here are the messages: * > library(plm) Loading required package: kinship Loading required package: survival Loading required package: splines Loading required package: nlme Loading required

Hello, I am working on a data set (already as a plm.data object) located here: http://econsteve.com/arch/plmWithDensity.Robj With the following R session: > library(plm) ... >load("plmWithDensity.Robj") >model <- plm(RATE ~ density08, data=plmWithDensity) Error: subscript out of bounds I am not understanding the "subscript out of bounds" error, as this is a

Hello, I am trying to use Sweave to write up a report, and I have used the plm package to do some panel models. I am trying to use xtable to make a nice table for my regression objects (returned by the plm command), but I am getting the error: Error in UseMethod("xtable") : no applicable method for "xtable" It seems like I would want to have xtable treat plm objects exactly

Hello, I am using {plm} to estimate panel models. I want to estimate a model that includes fixed effects for time and individual, but has a random individual effect for the coefficient on the independent variable. That is, I would like to estimate the model: Y_it = a_i + a_t + B_i * X_it + e_it Where i denotes individuals, t denotes time, X is my independent variable, and B (beta) is the

Hello, Apologies in advance if this is a stupid question. I am running R on Ubuntu 9. R version 2.9.2 (2009-08-24) I am trying to work with plm. I think the library is installed, as I can do > library(plm) Loading required package: kinship Loading required package: survival Loading required package: splines Loading required package: nlme Loading required package: lattice [1] "kinship

Dear Sir, Thank you for accepting my request for registration on this site. I am trying to solve panel data problems using plm package , but while suing random effect model i am getting following messege saying " Warning message:In sqrt(sigma2) : NaNs produced " In some other cases i am getting message saying where TSS = NA , that I am not understanding I am sending you my code along

Dear Kailas Gokhale, The negative individual variance is not a problem with your code or plm. It a property of your data. Please check the posts of Giovanni Millo on this topic: [R] R: plm random effect: the estimated variance of the individual effect is negative Millo Giovanni Giovanni_Millo at Generali.com Sat Jan 5 10:10:01 CET 2013 You can find the posts in the archive by rseek.org.

Hello Giovanni I made a minor modification to your function, which now allows to compute the within R-sq in Twoways Within models (see below). However I ran into an issue that I have already encountered before: whenever I try to fit Twoways Within models on my unbalanced data, the process is strangely slow and I usually terminate it either after ~15min or when my CPU hits 100C. This is similar to

Hello, although I searched for a solution related to my problem I didn?t find one, yet. My skills in R aren?t very large, however. For my Diploma thesis I need to run a GMM estimation on a dynamic panel model using the "pgmm" - function in the plm-Package. The model I want to estimate is: "Y(t) = Y(t-1) + X1(t) + X2(t) + X3(t)" . There are no "normal" instruments

Hi Folks, Has anyone got a compiled binary of the package 'plm' and/or of the package 'kinship' for Debian Etch? I'm asking because I'd like to install 'plm', but have failed because it depends on 'kinship', and 'kinship' refuses to compile on my Debian Etch. The underlying reason is the Debian refuses to allow me to install the development

Hello list, I'm following the paper (http://www.jstatsoft.org/v27/i02/paper) on how to use "plm" to run panel regressions, and am having trouble with what I believe should be something very basic. When I run the command (p.9 in the paper): R> dynformula(emp~wage+capital,log=list(capital=FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE)) I see: emp ~ wage +

Hi, How could I see the source code of functions in an R package? If we type ?function_name , we will see documentations of the function_name. If we type function_name, is what returns just the source code? Could we just save it in an .R file and modify as we want? However, it seems that sometimes the source code is hidden (or stored elsewhere?) As an example, could we see the source

I have an unexpected result with the functions lag() and diff() in the plm (panel data) package when used with transform(). These plm-specific functions are supposed to generate lags and first differences within each panel. lag() does not work properly the first time (it reproduces the same series--this is a common time series pitfall), BUT then it does work properly when it is run a second

Hi, I've been trying out the plm package, which seems like a great boon to those who want to analyze panel data in R. I haven't started to use the estimation functions themselves - for now I am just interested in having a robust way to deal with lags in unbalanced panel data, since it is such a royal pain to deal with all the special cases. However, In my tests, I found behavior that

Hello, I am trying to run a fixed effects panel regression on data containing 5 columns and 1,494 rows. I read the data in as follows: >drugsXX<-read.csv(file="C:\\Folder\\vX.X\\Drugs\\drugsXX_panel.csv", head=TRUE, sep=",") Verified it read in correctly and had a good data.frame: >dim(drugsXX) [1] 1494 5 >drugs XX produce expected data with correct column

Hello, I have a problem with Hausman test. I am performing my analysis with these commands: > library(plm) > data<-read.csv2("paolo.csv",header=TRUE) > data< pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE) > RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2 >

dear readers---I struggled with how to do nice fixed-effects regressions in large economic samples for a while. Eventually, I realized that nlme is not really what I needed (too complex), and all I really wanted is the plm package. so, I thought I would share a quick example. ################ sample code to show fixed-effects models? in R # create a sample panel data set with firms and years

Note the typo in your 3rd line: data < Don't know if this means anything... Bert On Feb 11, 2018 7:33 AM, "PAOLO PILI" <paolo.pili at student.unife.it> wrote: > Hello, > > I have a problem with Hausman test. I am performing my analysis with these > commands: > > > library(plm) > > data<-read.csv2("paolo.csv",header=TRUE) >

Hello everyone, I am working with plm package and I have problem with random and within models, which are giving errors which says "empty model". However, the model is not empty. In the source code for plm.fit, where the error originates it says something like (writing from the top of my head...) X <- model.matrix(formula,data, lhs=1,...) if (ncol(X) == 0) stop("empty