Displaying 20 results from an estimated 1000 matches similar to: "How could I see the source code of functions in an R package?"
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
2013 Sep 04
2
Attribute Length Error when Trying plm Regression
Hello,
I am trying to run a fixed effects panel regression on data containing 5
columns and 1,494 rows.
I read the data in as follows:
>drugsXX<-read.csv(file="C:\\Folder\\vX.X\\Drugs\\drugsXX_panel.csv",
head=TRUE, sep=",")
Verified it read in correctly and had a good data.frame:
>dim(drugsXX)
[1] 1494 5
>drugs XX
produce expected data with correct column
2009 Nov 09
3
Bug in all.equal() or in the plm package
Hi!
I noticed that there is a (minor) bug either the command all.equal()
or in the "plm" package. I demonstrate this using an example taken
from the documentation of plm():
======================================
R> data("Produc", package="plm")
R> zz <- plm(log(gsp)~log(pcap)+log(pc)+log(emp)+unemp,
+ data=Produc,
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
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 (
2013 Apr 01
1
plm: Hausman Test error
Hi, I am trying to run a panel regression using 88 observations and 9
variables. In-built Hausman Test did not work, then I found a code for
auxiliary regression method for the Hausman test.
The panel models are:
fe=plm(gd ~ l+g+o+c+g1+h+n+r, model = "within", data = new.frame,index =
c("id"))
re=plm(gd ~ l+g+o+c+g1+h+n+r, model = "random", data = new.frame,index =
2018 Feb 11
2
Hausman test
Hello,
I have a problem with Hausman test. I am performing my analysis with these
commands:
> library(plm)
> data<-read.csv2("paolo.csv",header=TRUE)
> data<
pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE)
>
RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2
>
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 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
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 +
2018 Feb 11
0
Hausman test
Note the typo in your 3rd line: data <
Don't know if this means anything...
Bert
On Feb 11, 2018 7:33 AM, "PAOLO PILI" <paolo.pili at student.unife.it> wrote:
> Hello,
>
> I have a problem with Hausman test. I am performing my analysis with these
> commands:
>
> > library(plm)
> > data<-read.csv2("paolo.csv",header=TRUE)
>
2017 Jun 05
0
issues in plm using random effect model
Dear Sir,
Thank you for accepting my request for registration on this site.
I am trying to solve panel data problems using plm package , but while
suing random effect model i am getting following messege saying
"
Warning message:In sqrt(sigma2) : NaNs produced
"
In some other cases i am getting message saying where TSS = NA , that I am
not understanding
I am sending you my code along
2018 Feb 11
1
Hausman test
you are right about the 3rd line but it doesn't help me for my problem. I
remove the 3rd line but there is still the same problem:
Error in solve.default (dvcov):
the system is numerically unique: reciprocity condition value =
1.63418e-19
Paolo
2018-02-11 16:54 GMT+01:00 Bert Gunter <bgunter.4567 at gmail.com>:
> Note the typo in your 3rd line: data <
>
> Don't
2003 Dec 19
1
problem with rm.impute of the Design library
Hello,
I'm using:
platform i386-pc-mingw32
arch i386
os mingw32
system i386, mingw32
status
major 1
minor 8.1
year 2003
month 11
day 21
language R
and I get the following error with:
library(Design)
df <- list(pre=c(0,, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1,
2017 Jun 12
0
issues in plm using random effect model
Dear Kailas Gokhale,
The negative individual variance is not a problem with your code or plm.
It a property of your data. Please check the posts of Giovanni Millo on
this topic:
[R] R: plm random effect: the estimated variance of the individual
effect is negative
Millo Giovanni Giovanni_Millo at Generali.com
Sat Jan 5 10:10:01 CET 2013
You can find the posts in the archive by rseek.org.
2011 Jun 12
3
Running a GMM Estimation on dynamic Panel Model using plm-Package
Hello,
although I searched for a solution related to my problem I didn?t find one,
yet. My skills in R aren?t very large, however.
For my Diploma thesis I need to run a GMM estimation on a dynamic panel
model using the "pgmm" - function in the plm-Package.
The model I want to estimate is: "Y(t) = Y(t-1) + X1(t) + X2(t) + X3(t)" .
There are no "normal" instruments
2012 Jun 24
2
Defining multiple variables in a loop
Good day,
For lack of a better solution (or perhaps I am ignorant to something
more elegant), I have been bootstrapping panel data by hand so to
speak and I would like to know if there is a way to define multiple
variables in a loop using the loop variable. I found a post (here:
https://stat.ethz.ch/pipermail/r-help/2002-October/026305.html ) that
discussed naming multiple variables but it
2015 Oct 01
1
doveadm + ldap userdb
Hi!
OS: CentOS Linux release 7.1.1503 (Core)
Dovecot: 2.2.18
Run user listing - doveadm user '*', single user - work.
auth[20540]: segfault at 8 ip 00007fd554340c6b sp 00007ffc17c886e0 error
4 in libauthdb_ldap.so[7fd55433b000+a000]
dovecot: auth: Fatal: master: service(auth): child 20540 killed with
signal 11 (core dumped)
dovecot: auth: Error: net_connect_unix(auth-worker) failed:
2010 Sep 22
3
Passing a function as a parameter...
R-helpers:
If I want to pass a character name of a function TO a function, and then
have that function executed, how would I do this? I want
an arbitrary version of the following, where any function can be used (e.g.
I don't want the if-then statement here):
apply_some_function <- function(data,function_name)
{
if(function_name=="mean")
{
return(mean(data))
}
2012 Jun 01
1
Converting a pdataframe into dataframe
> a <- data.frame(name=c(rep("a",5), rep("b",5)), year=c(1989:1993, 1989:1993), var=c(1:10))
> str(a)
> b <- pdata.frame(a, index=c("name","year"))
> str(b)
Now, I want to convert b into a data frame and have a structure
similar to a. How do I do that?
--
Apoorva Gupta
Consultant
National Institute of Public Finance and Policy