Displaying 20 results from an estimated 600 matches similar to: "how to get loglik parameter from splm package?"
2011 Nov 09
2
Installing binaries from R-Forge
Hello,
I'm attempting to install the splm package from R-Forge.
https://r-forge.r-project.org/R/?group_id=352
The page says, "In order to successfully install the packages provided on
R-Forge, you have to switch to the most recent version of R..." It later
says "To install this package directly within R type:
install.packages("splm",
2011 May 26
1
problems getting the splm package installed
Dear R-project members,
I'm a newbie in R and I'm trying to install the "splm" package to analyze spatial panel data. I have the R x64 2.12.0 beta version installed in my computer. When I try to install the package from within R typing ">install.packages("splm", repos="http://R-Forge.R-project.org")", I get the error message
"Warning:
2009 Oct 30
1
Quarterly data in PLM package
Dear all,
Does anyone know if the PLM package (to run Panel Data Analysis) accepts quarterly data?
The package vignette and documentation only use annual data -and the only time index available seems to work for years.
José
Mr José Luis Iparraguirre
Senior Research Economist
Economic Research Institute of Northern Ireland
2 -14 East Bridge Street
Belfast BT1 3NQ
Northern
2012 Oct 31
0
pseudo R-squared for model generated with spgm (splm)
I am working with the splm package. I use the spgm function: general
estimation of a panel data model. Based on this approach, I know it is
possible to compute a R2, eg the ratio of variation explained by a given
model.
My model is :
bivmod<-spgm(logIKA~NBLITRE0+NBLITRE1,data=mydatap,listw=comsKnn.nbW,spatial.error=TRUE)
I know that we can calculate the R^2 as the variance of the fitted
2009 Aug 21
1
Panel Data Analysis (PLM) - Fixed Effects - "cannot allocate vector of length"
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
>
2006 Dec 01
4
simple parallel computing on single multicore machine
Dear List,
the advent of multicore machines in the consumer segment makes me wonder
whether it would, at least in principle, be possible to divide a
computational task into more slave R processes running on the different
cores of the same processor, more or less in the way package SNOW would
do on a cluster. I am thinking of simple 'embarassingly parallel'
problems, just like inverting
2007 Nov 27
2
max() and min() functions not found
Dear List,
I just installed R 2.6.1 (on Win2K) and I get a strange error in
functions min() and max():
> min(1:3)
Errore in .Internal(min(..., na.rm = na.rm)) :
nessuna funzione interna "min"
which, as you may have guessed, means 'no internal function "min" '. The
same happens for max().
Maybe this is a bug in the new release, or maybe I'm missing
2013 Nov 06
1
resdiuals of random model estimated by plm function
Hi all,
I have estimated a random panel model using plm function.
I have a question about the vector of resduals obtained with the
object $residuals.
example:
data("Produc", package = "plm")
zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
model="random", data = Produc, index = c("state","year"))
res<-zz$residuals #
2018 Jul 10
1
Updating qvalue and xtable
Good Morning Everyone,
I was going through my list of FTBFS packages today and I fixed all my R
packages but 2: qvalue and xtable.
qvalue requires ggplot2
xtable requires: lsmeans, spdep, splm, sphet, plm
I am not doing any R anymore these days and in fact spot has been the one
maintaining most of my R packages these days (thanks spot!!), so I am not really
interested in maintaining more R
2010 Feb 03
1
plm package index
Dear all,
i just wonder if there´s a way to use a two column time index field in plm package.
the manual says the following concerning data indexing:
a character vector of length two containing the names of the individual and the time
index,
What would y´all do with a quarterly dataset that contains one column for the period and one for the year. Do I have to convert it to one single date
2010 Feb 03
1
Package plm & heterogenous slopes
Dear r-helpers,
I am working with plm package. I am trying to fit a fixed effects (or
a 'within') model of the form
y_it = a_i + b_i*t + e_it, i.e. a model with an individual-specific
intercept and an individual-
specific slope.
Does plm support this directly?
Thanks in advance!
Otto Kassi
2010 Jul 13
1
Three-way Panel Data Analysis
Dear R users,
I have panel data on the amount of money spent by travellers from 8 origin
countries in 4 destinations. I would like to carry out analysis for
destinations, origins and time. However, it seems to me that the package
"plm" can only esitmate two-way panel data (indexed by a two-dimensional
array). Any suggestions would be greatly appreciated.
Thank you.
Best regards,
2010 Sep 16
1
Problems creating a Panel
Hello, I am trying to create a panel with the attached data frame. using the
following code:
> PanelRio = DataRiopaila[which(duplicated(DataRiopaila$SEC_STE)==T),]
> PanelRio=plm.data(PanelRio,index=c("SEC_STE","FechaSiembra"))
series
Pluv3Meses,PluvMes4al10,Pluv2UltimosMeses,Rad3Meses,RadMes4al10,Rad2UltimosMeses
are NA and have been removed
It tells me it removes
2012 Mar 14
1
plm function
Dear Sir/ Madam,
I am writing about the panel data for my bachelor degree.
I would really appreciate if You could help dealing with R functions.
I am trying to estimate the panel data lm model with plm function. When i
include 3dummy variables into the regression it dont appear in the sumarry
of the model, but when i estimate a simple lm model it appears.
Why is it so? What should i do to
2009 Dec 14
2
Connect to internet
Hi,
I have a new workstation and am in the process of moving all my work onto
it. I have also installed R 2.10.0 on the new machine.
I remember changing my R settings of my old machine (R 2.9.1) to connect to
the internet, but I can't remember exactly how. I have tried Sys.getenv(),
but it does not give me the proxy settings I would need to finish the setup
of my new machine.
Does anyone
2013 Mar 08
1
question on package plm
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
2011 Feb 10
1
Longitudinal Weights in PLM package
Hi all,
I a semi-beginner with R and I am working with the plm package to examine a
longitudinal dataset. Each individual in this dataset has a longitudinal
weight for the probability that he or she remains in the sample.
Unfortunately, I have not found an argument to use weights in the plm
function? I tried ?weights=? like in standard lm or in nlme or lm4 but it
does not work. I asked the
2009 Feb 14
2
Dynamic Panel Analysis in R
Hi!
I am quite a new user of R. I wanted to ask if there was some package
for dynamic panel analysis (with Arneallo-Bond Method) like stata. PLM
is for panel analysis but not for dynamic.
Best regards,
Tanveer
2011 Feb 22
1
Adjusting for autocorrelation in a panel model
I am working with panel data. I am using the plm package to do this.
I would like to do be able to adjust for autocorrelation, as one does with
glm models and correlation structures (eg corr=corARMA(q=4)) . In
particular, I want to employ MA(4) error structure.
Is there a way of doing this with the plm package?
(Note: I do not really want to use the pggls function for various
2010 Feb 04
1
plm issues: error for "within" or "random", but not for "pooling"
Dear all
I am working on unbalanced panel data and I can readily fit a
"pooling" model using plm(), but not a "within" or "random" model.
Reproducing the examples in vignette("plm") and in the AER package I
encountered no such issues.
##unfortunately I cannot disclose the data, and it is too big anyway
> dim(ibes.kld.exp.p[x.subs , ])
[1] 13189 34