Displaying 20 results from an estimated 7000 matches similar to: "R package for sample selection with panel data"
2008 Nov 17
0
code for Heckman selection with panel data
Hello,
Does anyone know of R code that exists to correct for sample selection
with panel data as in:
J.M. Wooldridge (1995), ?Selection Corrections for Panel Data Models
Under Conditional Mean Independence Assumptions,? Journal of
Econometrics 68, 115-132.
Many thanks for your consideration,
Lindy
2005 Jun 04
1
can R do Fixed-effects (within) regression (panel data)?
i want to ask 2 questions.
1) can R do Random-effects GLS regression which i can get from Stata?
the following result is frome Stata.can I get the alike result from R?
xtreg lwage educ black hisp exper expersq married union, re
Random-effects GLS regression Number of obs = 4360
Group variable (i) : nr Number of groups = 545
R-sq:
2010 Dec 30
0
Panel Data Analysis in R
You wrote:
Ø Dear All,
Ø Can anyone provide me with reference notes(or steps) towards analysis of?? (un)balanced panel data in R.
Ø Thank you!
The "plm" package does panel data analysis in R. See the vignette at: cran.r-project.org/web/packages/plm/vignettes/plm.pdf. There are other similar articles by the same authors, Yves Croissant and
Giovanni Millo, and one of these is the
2010 Apr 08
1
reshape panel data
I have a data set with observations on 549 cities spanning an 18 year
period. However, some of cities did not report in one or more of the 18
years. I would like to implement the procedure suggested by Wooldridge
section 17.1.3 in his "Econometric analysis of cross section and panel data"
to correct for attrition. For example the table below indicates that the 3rd
and the 7th cities in
2007 Feb 21
0
Problems with obtaining t-tests of regression
Guillermo,
I am dropping most of your mail because my answer is very generic.
First, why doesn't it work as you tried it: technically speaking,
coeftest() and the like expect to be feed an lm or a glm object and for
this reason won't accept the result of systemfit(), which is a much
different object. I suppose the same goes for the rest.
Second, what can you do: I'd do at least one
2009 Mar 11
3
Converting a dataframe to a matrix
If I have a dataframe which is organized like this:
name color likes?
1 sally red 0
2 sally blue 1
3 sally green 1
4 jake red 0
5 jake blue 1
6 jake green 1
7 tom red 1
8 tom blue 0
9 tom green 0
And I want to create a matrix in the form:
red blue green
sally 0 1 1
jake 0 1 1
tom 1 0 0
Are there any built-in
2007 Jun 12
3
Panel data
Dear all R users,
I have a small doubt about panel data analysis. My basic understanding on Panel data is a type of data that is collected over time and subjects. Vector Autoregressive Model (VAR) model used on this type of data. Therefore can I say that, one of statistical tools used for analysis of panel data is VAR model? If you clarify my doubt I will be very grateful.
Thanks and regards,
2011 Apr 07
1
Panel data - replicating Stata's xtpcse in R
Dear list,
I am trying to replicate an econometrics study that was orginally done in Stata. (Blanton and Blanton. 2009. A Sectoral Analysis of Human Rights and FDI: Does Industry Type Matter? International Studies Quarterley 53 (2):469 - 493.) The model I try to replicate is in Stata given as
xtpcse total_FDI lag_total ciri human_cap worker_rts polity_4 market income econ_growth log_trade
2019 Jul 05
1
DNC and DNS
On 07/05/2019 02:11 PM, Rowland penny via samba wrote:
> On 05/07/2019 20:03, Robert A Wooldridge via samba wrote:
>> On 07/05/2019 01:55 PM, Rowland penny via samba wrote:
>>> I currently run tinydns and dnscache on my proxy machine.? I was
>>> hoping to keep that going.? I have a Windows Server2004 doing DC
>>> work right now.? Need to update that.
2019 Aug 15
1
Reset Locked account
So you have to reset the other account flags after doing it?
On 08/15/2019 02:43 PM, Kris Lou via samba wrote:
> pdbedit -c="[]" <user>
>
> This clears the Account Flags (warning, clears ALL Account flags) that you
> can also view via "pdbedit -Lv <user>"
>
>
> Kris Lou
> klou at themusiclink.net
>
>
> On Thu, Aug 15, 2019 at 12:11
2005 Feb 10
2
correcting for autocorrelation in models with panel data?
Hi
I have some panel data for the 50 US states over about 25 years, and I
would like to test a simple model via OLS, using this data. I know how
to run OLS in R, and I think I can see how to create Panel Corrected
Standard Errors using
http://jackman.stanford.edu/classes/350C/pcse.r
What I can't figure out is how to correct for autocorrelation over
time. I have found a lot of R stuff on
2005 Oct 07
3
panel data unit root tests
Hi,
The question is as follows: has anyone coded panel data unit root tests
with R? Even the "first generation" tests (see e.g. Levin & Lin 1993;
Pesaran, & Smith & Im 1996; Maddala & Wu 1999) would be sufficient for my
needs. To my understanding, these are rather easy to code, but as I have
taken just my first steps in coding with R, existing code would save me
2010 Apr 09
0
panel regression with twoways random effects, on unbalanced data?
Dear R users
What would be the best way to approach estimating a panel regression
with twoways random effects, on unbalanced data? Unfortunately, the
"plm" package has no implementation of twoways random effects for
unbalanced data. Currently I'm considering two approaches:
- extend "plm" to cover this type of panel regression. (For the
authors, cc'ed:) Would
2011 Jul 29
0
GMM, panel data, functions lag() and diff()
I’m starting to use the GMM estimator with panel data in R. I´ve read the
document «Panel Data Econometrics in R: The plm Package» (Croissant and
Millo).
In Stata before using the functions lag() or diff() we must sort the data by
individual and by time. I would like to know if I have to do something like
this in R.
If you know any other interesting document about panel data in R please let
me
2019 Aug 21
0
Serverinfo Error
Hai Bob,
Ok, about the part below.
Is the user "Administrator" available, as in can you login with it.
Or is Adminstrator renamed to an other name?
Then, what is the DC holding the FSMO Roles?
You should try to join that specific server.
Is this a windows server?
Try this command:
samba-tool domain join edm-inc.com DC \
--server=server.fqdn.here \ # << AD-DC server with
2019 Jul 05
2
DNC and DNS
On 07/05/2019 01:43 PM, Rowland penny via samba wrote:
> On 05/07/2019 18:59, Robert A Wooldridge via samba wrote:
>> Is it necessary to use Samba's DNS when configuring as a domain
>> controller?? Can a DNS server be used on a different machine?
>>
> The dns server must be authoritative for the AD dns domain but you do
> not need to use the Samba internal dns
2019 Aug 20
0
Serverinfo Error
I finally got around to doing this and I'm getting python errors again.?
Using Debian Buster but Samba unstable which is version 4.9.11.? Here's
the error when I try to join the domain:
athena2:~# samba-tool domain join edm-inc.com DC -k yes
Finding a writeable DC for domain 'edm-inc.com'
Found DC ads1.edm-inc.com
workgroup is EDM
realm is edm-inc.com
Adding
2010 Feb 03
0
Package np update (0.30-6) adds nonparametric entropy test functionality...
Dear R users,
Version 0.30-6 of the np package has been uploaded to CRAN. See
http://cran.r-project.org/package=np
Note that the cubature package is now required in addition to the boot package. The recent updates in 0.30-4 through 0.30-6 provides additional functionality in the form of five new functions that incorporate frequently requested nonparametric entropy-based testing methods to the
2010 Feb 03
0
Package np update (0.30-6) adds nonparametric entropy test functionality...
Dear R users,
Version 0.30-6 of the np package has been uploaded to CRAN. See
http://cran.r-project.org/package=np
Note that the cubature package is now required in addition to the boot package. The recent updates in 0.30-4 through 0.30-6 provides additional functionality in the form of five new functions that incorporate frequently requested nonparametric entropy-based testing methods to the
2017 Jun 02
0
ACL File
I'm getting inconsistent behavior from my acl file. I have an acl vfile
configured with this:
> Jobs$* anyone lrwikst
> $* user=bob.wooldridge at edm-inc.com lrwstipekxa
> $* user=michael.user at edm-inc.com lrwstipekxa
> Jobs$* user=bob.wooldridge at edm-inc.com lrwstipekxa
> Jobs$* user=michael.user at edm-inc.com lrwstipekxa
The Jobs folder is a public shared folder. I