Displaying 20 results from an estimated 10000 matches similar to: "Coefficients for lagged plm model variables not calculated"
2009 Jan 21
0
trouble switching to 'plm' from 'xtabond' and Stata
Hello,
I am switching to R from Stata and I am having particular trouble with
the transition from Stata's 'xtabond' and 'ivreg' commands to the
"plm" package. I am trying to replicate some of the dynamic panel data
work using the UK Employment data in Arellano and Bond (1991) and
available as 'EmplUK' under the 'plm' package.
I have been
2010 May 17
0
plm(..., model="within", effect="twoways") is very slow on unablanaced data (was: Re: Regressions with fixed-effect in R)
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
2012 Mar 08
1
Panel models: Fixed effects & random coefficients in plm
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
2010 Apr 08
1
plm package twoways effect problem
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
2010 Mar 16
2
plm "within" models: is the correct F-statistic reported?
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 =
2018 Jan 26
1
plm empty model error
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
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
>
2018 Jan 27
0
plm empty model error (data is linked)
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
2009 Mar 27
0
R: plm and pgmm
dear giovanni---
thanks for answering on r-help to me as well as privately. I very much
appreciate your responding. I read the plm vignette. I don't have the book,
so I can't consult it. :-(. I am going to post this message now (rather
than just email it privately), because other amateurs may have similar
questions in the future, and find this message and your answers via google.
2011 Sep 27
0
Keep consecutive year observations (remove gap's) in panel data (dataframes). Difficulties in using lag(). Package plm.
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
2011 Jun 18
0
Unexpected result with lag() et diff() in plm package.
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
2009 Dec 29
0
Problems when using lag() in plm package
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
2010 Mar 29
1
plm package duplication problem
hi,
i am writing my master thesis and i am dealing with 146474 observations
(panel data), i have just learned the R so i am a beginner!!
i am trying to use the "plm" package and i have a duplication problem;
i have written the following commands to read my data and create my model
>dsn<-plm.data(ds, c("stno", "year")) ds=name of my data, stno=individual
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
2009 Jul 09
2
plm Issues
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:
2012 Nov 06
1
plm(): observations not used for modelling
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
2013 Mar 05
2
Issues when using interaction term with a lagged variable
Hi there!
Today I tried to estimate models using both plm and pgmm functions, with an
interaction between X1 and lag(X2, 1). And I notice two issues.
Let "Y=b_1 * X_1 + b_2 * X_2 + b_3 * X_1 * x_2 + e" be our model.
1) When using plm, I got different results when I coded the interaction
term with I(X1 * lag(X2, 1)) and when I just saved this multiplication X1 *
lag(X2, 1) in a
2008 Mar 02
1
question on lag.zoo
Hi Guys,
I'm using zoo package now. I found lag is not doing what I assumed.
> x <- zoo(11:21)
> z <- zoo(1:10, yearqtr(seq(1959.25, 1961.5, by = 0.25)), frequency = 4)
> x
1 2 3 4 5 6 7 8 9 10 11
11 12 13 14 15 16 17 18 19 20 21
> lag(x)
1 2 3 4 5 6 7 8 9 10
12 13 14 15 16 17 18 19 20 21
> z
1959 Q2 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4
2012 Mar 20
1
MA process in panels
Dear R users,
I have an unbalanced panel with an average of I=100 individuals and a total
of T=1370 time intervals, i.e. T>>I. So far, I have been using the plm
package.
I wish to estimate a FE model like:
res<-plm(x~c+v, data=pdata_frame, effect="twoways", model="within",
na.action=na.omit)
?where c varies over i and t, and v represents an exogenous impact on x
2009 Nov 27
1
problem with "dynformula" from "plm" package [RE-POST]
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 +