Displaying 20 results from an estimated 900 matches similar to: "Attribute Length Error when Trying plm Regression"
2012 Oct 29
1
Hausman test error solve
Hello,
I am trying to conduct a Hausman test to choose between FE estimators and RE
estimators.
When I try to run:
library(plm)
fixed <- plm(ROS ~ DiffClosenessC +ZZiele + AggSK + nRedundantStrecken +
Degree + KantenGew + BetweennessC + SitzKappazitaet,
data=Panel,index=c("id","time"),model="within")
summary(fixed)
fixef(fixed)
random <-plm(ROS ~
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,
2012 Oct 10
6
Exporting summary plm results to latex
Dear all,
I am trying to export my fixed effect results to Latex. I am using the plm package with the summary function. However, it does not look like apsrtable, stargazer, or any other package can accompany using the plm package.
I am interested in a classic table with the coefficient in one row followed by the standard error in paranthesis in the next row and stars by the coefficient to show
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",
2016 Mar 31
2
Ask if an object will respond to a function or method
In the rockchalk package, I want to provide functions for regression
objects that are "well behaved." If an object responds to the methods
that lm or glm objects can handle, like coef(), nobs(), and summary(),
I want to be able to handle the same thing.
It is more difficult than expected to ask a given fitted model object
"do you respond to these functions: coef(), nobs(),
2013 Nov 06
1
resdiuals of random model estimated by plm function
Hi all,
I have estimated a random panel model using plm function.
I have a question about the vector of resduals obtained with the
object $residuals.
example:
data("Produc", package = "plm")
zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
model="random", data = Produc, index = c("state","year"))
res<-zz$residuals #
2013 Sep 09
1
theta parameter - plm package
Hi all,
what indicates the parameter theta in the summary of a random effect
panel model estimated with the plm function?
example:
data("Produc", package = "plm")
zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
model="random", data = Produc, index = c("state","year"))
summary(zz)
Effects:
var std.dev
2010 Mar 10
1
Trouble with plm in Ubuntu 9
Hello,
Apologies in advance if this is a stupid question. I am running R on Ubuntu
9.
R version 2.9.2 (2009-08-24)
I am trying to work with plm. I think the library is installed, as I can do
> library(plm)
Loading required package: kinship
Loading required package: survival
Loading required package: splines
Loading required package: nlme
Loading required package: lattice
[1] "kinship
2012 Feb 07
1
fixed effects with clustered standard errors
Dear R-helpers,
I have a very simple question and I really hope that someone could help me
I would like to estimate a simple fixed effect regression model with clustered standard errors by individuals.
For those using Stata, the counterpart would be xtreg with the "fe" option, or areg with the "absorb" option and in both case the clustering is achieved with "vce(cluster
2010 May 11
5
Regressions with fixed-effect in R
Hi there,
Maybe people who know both R and econometrics will be able to answer
my questions.
I want to run panel regressions in R with fixed-effect. I know two
ways to do it.
First, I can include factor(grouping_variable) in my regression equation.
Second, I plan to subtract group mean from my variables and run OLS
panel regression with function lm().
I plan to do it with the second way because
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 =
2012 Mar 25
1
'names' attribute must be the same length as the vector
I have met into this problem when I tried to run panel regression by plm.
My code:
library(plm)
indus <- read.csv(file="full.csv",header=TRUE)
industry<-as.data.frame(indus)
reg<-lm(LnTSO2 ~ LnPGDP + LnPGDP2 + LnSOES + LnCOES + LnLIMD +
LnSHOLD + LnPRIV + LnFIEs + LnEXP + LnIMP + LnLEXRE + LnVALTAX +
LnIND1 + LnIND2 + LnIND3 + LnIND4 + LnIND5 + LnIND6 + LnIND7 +
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
2013 May 17
2
How could I see the source code of functions in an R package?
Hi,
How could I see the source code of functions in an R package?
If we type ?function_name , we will see documentations of the
function_name.
If we type function_name, is what returns just the source code? Could we
just save it in an .R file and modify as we want? However, it seems that
sometimes the source code is hidden (or stored elsewhere?) As an example,
could we see the source
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
2013 Jan 11
0
Manual two-way demeaning of unbalanced panel data (Wansbeek/Kapteyn transformation)
Dear R users,
I wish to manually demean a panel over time and entities. I tried to code
the Wansbeek and Kapteyn (1989) transformation (from Baltagi's book Ch. 9).
As a benchmark I use both the pmodel.response() and model.matrix() functions
in package plm and the results from using dummy variables. As far as I
understood the transformation (Ch.3), Q%*%y (with y being the dependent
variable)
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:
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
2010 Oct 14
1
robust standard errors for panel data - corrigendum
Hello again Max. A correction to my response from yesterday. Things were better than they seemed.
I thought it over, checked Arellano's panel book and Driscoll and Kraay (Rev. Econ. Stud. 1998) and finally realized that vcovSCC does what you want: in fact, despite being born primarily for dealing with cross-sectional correlation, 'SCC' standard errors are robust to "both