Displaying 8 results from an estimated 8 matches similar to: "How can I extract part of the data in a panel dataset?"
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 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
2007 May 24
1
lme with corAR1 errors - can't find AR coefficient in output
Dear List,
I am using the output of a ML estimation on a random effects model with
first-order autocorrelation to make a further conditional test. My model
is much like this (which reproduces the method on the famous Grunfeld
data, for the econometricians out there it is Table 5.2 in Baltagi):
library(Ecdat)
library(nlme)
data(Grunfeld)
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 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 =
2009 Apr 19
2
importing spreadsheet data - linera regression - panel data
Hi everyone and thank you for the help you could give me.
My data is in a spreadsheet. The 1st column identifies the
firm (with the fiscal number), the columns 2 to 11 have
the variable value for 11 years. I have many variables
(files like this). Each file has about 40.000 firms
(rows). I transformed all the files in txt files. The data
is a panel data, like this:
firm revenu2007 revenue2006
2010 Feb 25
2
error using pvcm() on unbalanced panel data
Dear all
I am trying to fit Variable Coefficients Models on Unbalanced Panel
Data. I managed to fit such models on balanced panel data (the example
from the "plm" vignette), but I failed to do so on my real, unbalanced
panel data.
I can reproduce the error on a modified example from the vignette:
> require(plm)
> data("Hedonic")
> Hed <- pvcm(mv ~ crim + zn + indus
2004 Apr 23
0
Sum Sq of SPSS and R different for repeated measures Anova
Dear all,
I'm still learning and transitioning from SPSS to R (1.9.0, winXP) and
today I have data from two repeated measures experiments. For each of the
subjects I've averaged for two within-SS factors (2 x 2, 4 means per
subjects). One experiment had 16 subjects, the other one 25 (between-SS
factor exp). So I have something like:
avg.cond <- read.table('data.txt') #