similar to: plm package duplication problem

From: saint-filth@hotmail.com To: saint-filth@hotmail.com Subject: RE: Date: Wed, 9 Jun 2010 09:53:20 +0000 OK! sorry thats my fault, here the translations of the stata commands 1st step is to get the mean values of the variables, well that doesnt need explanation i guess, 2nd step is to estimate the model on panel data estimation method which is:

Thanx for your response, yeah, i know i didnst specified the indexes when i wrote the 2nd mail, in fact in the 1st mail i wrote already that i dont have problem with the estimation of the model... thats the reason why i didnt write in fact since the issue is not to estimate the model but to get the marginal effect, anyway, i figured out that predict(), doesnt work for panel data... and well, my

Hello everyone, I have a peoblem to create the twoways effect in the plm package. when i try to create the following dsn1<-plm(lnQ~lnC+lnL+lnM+lnE+eco+RD,data=newdata,effect="twoways",model="within") i have this error: Error in rep.int(c(1, numeric(n)), n - 1L) : negative length vectors are not allowed and to be honest i have no idea what does it mean!! can someone

Dear all, I need to use R for one estimation, and i have readily available stata command, but i need also the R version of the same command. the estimation in stata is as following: 1. Compute mean values of relevant variables . sum inno lnE lnM Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------

Dear R users, I think i have a simple question which i want to explain by an example; i have several 2-digit industry codes that i want to use for conducting by-industry analysis but i think there is a problem with the degrees of freedom! for example, when i do my analysis without any 2-digit industry code, i got the following summary (i have 146574 observations in total): >

Thank you for your advice, ill try to be more explicit now, i wasnt in the first mail because i thought it is a simple question to answer, so; i have a panel data which contains 48858 observations during 3 year therefore, there are 146574 observations in total, i have 22 different industries defined by 2-digit codes such as 11, 13,14,16...40 therefore, ind_2d contains 22 2-digit codes for

Hi Dimitri, Thanks for help, i knew that way that you have suggested but in fact my case is a little bit complicated than this, therefore, i am writing a better explanation now, my model is trying to see the effect of eco-innovative industries on total output, thats why i am trying to estimate by-industry regression: the model is lnQ~lnC+lnM+lnL+lnE+eco_inno+inno+(sum)ind_3d capital,material

Dear all, I have a basic(!) econometric question which i couldnt find the way to do it in R. Well this could be also because of my wrong interpretation of the econometric process that i am trying to implemet.so here i wanna ask if am doing a logical mistake!!! so here is the question with the explanation of the process, hope there will be someone who can help me! suppose i have a basic

 Hi R users:  I am using the plm package for linear panel data analysis but encountered the following message when I try plm function to estimate an random model with individual effect.  data.re.ind <- plm(X.RETURN. ~ IOB + IOBS,data=E,model="random",effect = "individual")  Error in swar(object, data, effect) :  the estimated variance of the individual effect is negative

Hi List I'm having difficulty understanding how plm should work with dynamic formulas. See the commands and output below on a standard data set. Notice that the first summary(plm(...)) call returns the same result as the second (it shouldn't if it actually uses the lagged variable requested). The third call results in error (trying to use diff'ed variable in regression) Other info:

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

Hello to all on the list, I'm trying to estimate a fixed effects model from a large (unbalanced) panel data set. I have no problems when using only an individual effect or only a time effect, but I get an error message when I try for a "twoways" effect. Here is some of the code: paneldata27 is the entire panel data set: > dim(paneldata27) [1] 1178831 8 >

Dear R users I get different F-statistic results for a "within" model, when using "time" or "twoways" effects in plm() [1] and when manually specifying the time control dummies [2]. [1] vignette("plm") [2] http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf Two examples below: library("AER") data("Grunfeld", package =

Hi, I am trying to estimate a two-way model with both individual and time fixed effects. I am using plm with "twoways" specification. plm(as.integer(yvar) ~ xvar, index = c("id", "time"), model="within", data=dataset, effect = "twoways") But I get keep getting the following message and I don't know what to do about it, because I don't

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

Hi R-helpers, I have two questions I hope you could help me with them: In the plm package how can I calculate the R2 within, R2 between and R2 overall? Is there any special reason to not display these values? When using first differences do I need to have some special care with dummies (both year dummies and industry dummies)? (A friend who works with Stata told me that there is

Hello, I have posted this problem before, but thought I try to explain it a bit better. I'm using the function plm to create a fixed effects model for panel data, my method is therefor "within" my effect is "twoways". My Data contains unbalanced Panels due to missing Values, but contains 309 observation for 11 variables (incl. response), with no missing Values. These 309

Hello, So I am afraid I am having a recurring problem that I just can't figure out. I am using the plm package to conduct a panel analysis - although I am not sure if the problem is arising as a result of the plm package or something more general. I am trying to run a fixed effects model with effects over time and individual. The model has various lags, and the problem is that these lags do

Hello, I am trying to use the plm package for panel econometrics. I am just trying to get started and load my data. It seems from most of the sample documentation that I need to use the pdata.frame function to get my data loaded. However, even after installing the "plm" package, my R installation cannot find the function. I am trying to follow the example in plmEN.pdf (

Hi list, has anyone succeeded in using pgmm() on any dataset besides Arellano/Bond's EmplUK, as shown in the vignette? Whatever I try, I eventually get a runtime error because of a singular matrix at various points in pgmm.diff() (which gets called by pgmm()). For example, when estimating a "dynamic" version of the Grunfeld data: data(Grunfeld, package="Ecdat") grun