similar to: how to handle with gap's in panel data (plm package)

Hi everyone. I have two questions. I’ve found some other questions and answers similar to these but they didn’t solve my problem. I’m working with a panel of firm/years observations (see my reproducible example). I’m using the plm package. My panel not only is unbalanced but also have some gap’s in years. #reproducible example

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

I have a dataframe with many firm-year observations and many variables. Not all firms have information for all the years. I want another dataframe with only those firms that have information all years. This is, I want a balanced panel data, but with the maximum number of years. In my reprocucible example I want to keep firms 1,2 and 3 (period 2000 to 2004). I need your help to create a

Hello Cecilia, nice hearing from you again. I must restate a couple of my old hints, though ;^) 1) please always put the authors c/c, as we are not guaranteed to browse through the r-help every day 2) please provide reproducible examples. As example(pooltest) keeps working fine, as do some other cases I tried (Grunfeld data etc.), I don't know what the problem is but evidently your data are

Hi R-helpers, My real data is a panel (unbalanced and with gaps in years) of thousands of firms, by year and industry, and with financial information (variables X, Y, Z, for example), the number of firms by year and industry is not always equal, the number of years by industry is not always equal. #reproducible example firm1<-sort(rep(1:10,5),decreasing=F) year1<-rep(2000:2004,10)

I need help in subseting a dataframe: data1<-data.frame(year=c(2001,2002,2003,2004,2001,2002,2003,2004, 2001,2002,2003,2004,2001,2002,2003,2004), firm=c(1,1,1,1,2,2,2,2,3,3,3,3,4,4,4,4),x=c(11,22,-32,25,-26,47,85,98, 101,14,87,56,12,43,67,54), y=c(110,220,302,250,260,470,850,980,1010,140,870,560,120,430,670,540)) data1 I want to keep the firms where all x>0 (where there are

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

Hi everyone! I?m running the pooltest in plm package, like this pooltest(cstfin12~lmaccdiscrz+lcobjur+lliq+lcollateral+ldimensao, data = dados3, model = "within") But I got the following error: Error in FUN(X[[1L]], ...) : insufficient number of observations My data is an unbalanced panel with 20907 observations (6971 individuals and years 2001 to 2007). This is not enough?

Hi R-helpers I want a function that performs the opposite of lag() with panel data. I have transformed my data before with pdata.frame(mydata, index=c("groupindex", “timeindex")) And then I’ve done lag(mydata, -1) but it doesn’t work. The error message was: Error in rep(1, ak) : invalid ''times'' argument Thank you in advance, Cecília Carmo

Hi R-helpers, I want to determine the coefficients of the following regression for several subsets, and I want to save it in a dataframe: The data is in ?regaccdis?, ?regaccdis$caedois? is the column that defines the subsets and the function I have runned is coef(plm(ff,data=regaccdis,na.action=na.omit,model="pooling",subset=(regaccdis$caedois==i))) I?ve created a dataframe named

Dear list, dear Cecilia and Daniel, sorry for coming in ten days late, I've been very busy lately so I came across this email only today. This is just to make some points clearer re: fixed effects and r2 in package 'plm', to both you and the list. In particular, to make you aware of some additional features. Please see my comments below, with '##'. Best, Giovanni

Hi everyone, Could anyone tell me what means the follow error message Error in xj[i] : invalid subscript type 'closure' It happens when I run the function plm, like this: >ff<-totaccz~lactivoz+varvolnegz >ss<-plm(ff,data=regaccdis,na.omit) Error in xj[i] : invalid subscript type 'closure' > coef(ss) (Intercept) lactivoz varvolnegz 0.02571212 6.94227541

Hi everyone, I have already used split() and unsplit() in data frames without problems, but now I’m applying these functions to other data and when using unsplit() I have received the following message: Error in `row.names<-.data.frame`(`*tmp*`, value = c("1", "2", "3", "4", : duplicate ''row.names'' are not allowed In

I R-helpers #I have a data panel of thousands of firms, by year and industry and #one dummy variable that separates the firms in two categories: 1 if the firm have an auditor; 0 if not #and another variable the represents the firm dimension (total assets in thousand of euros) #I need to create two separated samples with the same number os firms where #one firm in the first have a corresponding

Hi r-helpers! I need to save the output of summary() function that I?ve runned like this: z<- lmList(y~x1+x2| x3, na.action=na.omit,data1,subset=year==1999) w<-summary(z) The output (w) is something like this: Call: Model: y ~ x1 + x2 | x3 Data: data1 Coefficients: (Intercept) Estimate Std. Error t value Pr(>|t|) 1 0.081110514 1.141352e-01

Hi R-helpers! I have the following object: > head(coeficientes) caedois b1 b2 b3 1 1 0,033120395 -20,29478338 -0,274638864 2 2 -0,040629634 74,54239889 -0,069958424 3 5 -0,001116816 35,2398622 0,214327185 4 10 0,171875 5 14 0,007288399 40,06560548 -0,081828338 6 15 0,027530346 0,969969409 0,102775555

Hi, Try this: which(duplicated(res10Percent)) # [1] 117 125 157 189 213 235 267 275 278 293 301 327 331 335 339 367 369 371 379 #[20] 413 415 417 441 459 461 477 479 505 res10PercentSub1<-subset(res10Percent[which(duplicated(res10Percent)),],dummy==1)? #most of the duplicated are dummy==1 res10PercentSub0<-subset(res10Percent[which(duplicated(res10Percent)),],dummy==0)

Hi R helpers! I have the following dataframe ?choose? choose<-data.frame(firm=c(1,1,2,2,2,2,3,3,4,4,4,4,4,4), year=c(2000,2001,2000,2001,2002,2003,2000,2003,2001,2002,2003,2004,2005,2006),code=c(10,10,11,11,11,11,12,12,13,13,13,13,13,13)) choose I want to subset it to obtain another one with those observations for which there more than 2 observations in the column ?code?. So I want a

Thank you all!!! The problem was the decimal symbol! My data was saved in a txt file, so I?ve introduced the dec="," in ?read.table? and it worked. What I?ve done was coeficientes<-read.table("coeficientes.txt",sep="\t",header=T,dec=",") Then, subset worked fine coeficientesWanted<-subset(coeficientes,b1>0) Thanks again, Cec?lia Carmo

Hi, Try this: final3New<-read.table(file="real_data_cecilia.txt",sep="\t") dim(final3New) #[1] 5369??? 5 #Inside the split within split, dummy==1 for the first row.? For lists that have many rows, I selected the row with dummy==0 (from the rest) using the #condition that the absolute difference between the dimensions of those rows and the first row dimension was minimum