Displaying 20 results from an estimated 2000 matches similar to: "Panel models: Fixed effects & random coefficients in plm"
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 +
2012 Apr 26
1
PLM package PGGLS strange behavior
When using the PLM package (version 1.2-8), I encounter the probem that
calling the FGLS estimator evokes strange behavior, when choosing the
"random" effects model. After calling the PGGLS function to estimate FGLS,
PLM gives me a warning, stating that the "random" model has been replaced
with the "pooling" model. I would, however, really like to estimate the
random
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
2009 Nov 27
3
problem with "dynformula" from "plm" package
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 +
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
2009 Mar 08
1
singular matrices in plm::pgmm()
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
2009 Mar 30
0
pgmm (Blundell-Bond) sample needed)
Dear Ivo, dear list,
(see: Message: 70
Date: Thu, 26 Mar 2009 21:39:19 +0000
From: ivowel at gmail.com
Subject: [R] pgmm (Blundell-Bond) sample needed)
I think I finally figured out how to replicate your supersimple GMM
example with pgmm() so as to get the very same results as Stata.
Having no other regressors in the formula initially drove me crazy. This was a case where simpler models are
2011 Oct 06
1
Coefficients for lagged plm model variables not calculated
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
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 =
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 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
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 May 29
1
save plm coefficients
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
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
>
2009 May 08
1
plm: plm.data vs pdata.frame
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 (
2010 May 24
1
Fixed Effects Estimations (in Panel Data)
dear readers---I struggled with how to do nice fixed-effects
regressions in large economic samples for a while. Eventually, I
realized that nlme is not really what I needed (too complex), and all
I really wanted is the plm package. so, I thought I would share a
quick example.
################ sample code to show fixed-effects models? in R
# create a sample panel data set with firms and years
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
2009 Aug 03
1
plm summary error
Dear "plm"-Package insiders,
[I posted the following observation is April already but unfortunately I am not aware of any answers.
With the hope that someone found an answer in the mean time, I ask again:]
I realized the following difficulty with the summary.plm function (demonstrated with the example from the ?plm documentation).
library(plm)
data("Produc",
2009 Apr 25
2
plm Hausman-Taylor model
Dear all-
I am have trouble in using the model="ht" option in function plm from
the plm library. I am using
Package: plm Version: 1.1-1; R version 2.8.1 (2008-12-22) running on a
FC-8 linux machine.
Here is what I am trying to do:
##----------------------------------------------------------------------------
R> ###Prob 6 Chapter 3 Use R! Applied Econometrics with R (Kleiber
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: