similar to: Longitudinal Weights in PLM package

Dear all, First, I would like to thank you for your immense work. My question is about a frequent topic which I am not able to solve - even after hours of search in the mailing lisy. I would like to analyse random-effects (and fixed-effects)models of longitudinal / panel data with sampling weights. I have an unbalanced panel of different individuals in 5 years and income data as well as their

Hi All, I am doing econometric modeling of panel data (fixed effects). We currently use Eviews to do this, but I have discovered a bug in Eviews 7 and am exploring the use of R to build panel data models / longitudinal data models. I looked at the plm package but do not see how I can incorporate AR terms in the model using the plm package. I have an Eviews model with two AR terms, AR(1) and

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 (

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",

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

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:

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

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

Hi all, I have a problem in installing and using the plm package using R 2.2.0 on windows xp. I installed it from a .zip file downloaded from the CRAN. Apparently everything is ok: > utils:::menuInstallLocal() package 'plm' successfully unpacked and MD5 sums checked updating HTML package descriptions However, when I try to load it: > library(plm) Errore in lazyLoadDBfetch(key,

hey guys I have a panel data set that i want to perform some regressions on. I am using the /plm/ package. I defined a model in the following way: PWBw.pool <- plm(*PWB* ~ log(*I_EQON*) + log(*RD*) + ... + *PAGRI*, data = pfem, na.action=na.exclude, model="pooling") When i run this it gives the following error (the error remains when i use other model = "" specifications

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

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

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 +

Hi all, I am trying to use plm to estimate coefficients in a model consisting of a system of equations. So far I used mle2 from the package "bbmle", but now I need to test for autocorrelation and mle2 does not provide for the necessary tests. mle2 needs a function as input that might as well consist of many different equations. plm however requires an object of class formula that needs

Hi,R 2.15.2 plm() function on Windows 7 when i perform a plm regression, i can't manage to obtain the intercept, but I need it.it gives me just the beta coefficient. my formula: fixed <- plm(deltaS ~ L1.deltaS + L2.deltaS, data=Mody_R, index=c("country_id", "date"), model="within") my output: Coefficients : Estimate Std. Error t-value Pr(>|t|)

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

Hello, I am trying to use Sweave to write up a report, and I have used the plm package to do some panel models. I am trying to use xtable to make a nice table for my regression objects (returned by the plm command), but I am getting the error: Error in UseMethod("xtable") : no applicable method for "xtable" It seems like I would want to have xtable treat plm objects exactly

Hello, I am working on a data set (already as a plm.data object) located here: http://econsteve.com/arch/plmWithDensity.Robj With the following R session: > library(plm) ... >load("plmWithDensity.Robj") >model <- plm(RATE ~ density08, data=plmWithDensity) Error: subscript out of bounds I am not understanding the "subscript out of bounds" error, as this is a

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

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 =