similar to: plm package, R squared, dummies in panel data

Hi R-helpers I want a function that performs the opposite of lag() with panel data. I have transformed my data before with pdata.frame(mydata, index=c("groupindex", “timeindex")) And then I’ve done lag(mydata, -1) but it doesn’t work. The error message was: Error in rep(1, ak) : invalid ''times'' argument Thank you in advance, Cecília Carmo

Hi everyone, Could anyone tell me what means the follow error message Error in xj[i] : invalid subscript type 'closure' It happens when I run the function plm, like this: >ff<-totaccz~lactivoz+varvolnegz >ss<-plm(ff,data=regaccdis,na.omit) Error in xj[i] : invalid subscript type 'closure' > coef(ss) (Intercept) lactivoz varvolnegz 0.02571212 6.94227541

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 >

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

Hi everyone. I have two questions. I’ve found some other questions and answers similar to these but they didn’t solve my problem. I’m working with a panel of firm/years observations (see my reproducible example). I’m using the plm package. My panel not only is unbalanced but also have some gap’s in years. #reproducible example

Hi everyone, I’m working with a panel of firm/years observations. My panel not only is unbalanced but also have some gap’s in years. For example, firm 1 has 1999, 2000, 2001, 2004, 2005, firm 2 has 2000, 2001, 2003, 2005, and so on. I’m using the plm package and what I’m asking is how can I handle with this gap’s ? Thank you very much, Cecília Carmo Universidade de Aveiro

I have a dataframe with many firm-year observations and many variables. Not all firms have information for all the years. I want another dataframe with only those firms that have information all years. This is, I want a balanced panel data, but with the maximum number of years. In my reprocucible example I want to keep firms 1,2 and 3 (period 2000 to 2004). I need your help to create a

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

Dear list, dear Cecilia and Daniel, sorry for coming in ten days late, I've been very busy lately so I came across this email only today. This is just to make some points clearer re: fixed effects and r2 in package 'plm', to both you and the list. In particular, to make you aware of some additional features. Please see my comments below, with '##'. Best, Giovanni

Hi everyone, I have already used split() and unsplit() in data frames without problems, but now I’m applying these functions to other data and when using unsplit() I have received the following message: Error in `row.names<-.data.frame`(`*tmp*`, value = c("1", "2", "3", "4", : duplicate ''row.names'' are not allowed In

I need help in subseting a dataframe: data1<-data.frame(year=c(2001,2002,2003,2004,2001,2002,2003,2004, 2001,2002,2003,2004,2001,2002,2003,2004), firm=c(1,1,1,1,2,2,2,2,3,3,3,3,4,4,4,4),x=c(11,22,-32,25,-26,47,85,98, 101,14,87,56,12,43,67,54), y=c(110,220,302,250,260,470,850,980,1010,140,870,560,120,430,670,540)) data1 I want to keep the firms where all x>0 (where there are

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 R-helpers, My real data is a panel (unbalanced and with gaps in years) of thousands of firms, by year and industry, and with financial information (variables X, Y, Z, for example), the number of firms by year and industry is not always equal, the number of years by industry is not always equal. #reproducible example firm1<-sort(rep(1:10,5),decreasing=F) year1<-rep(2000:2004,10)

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 =

I R-helpers #I have a data panel of thousands of firms, by year and industry and #one dummy variable that separates the firms in two categories: 1 if the firm have an auditor; 0 if not #and another variable the represents the firm dimension (total assets in thousand of euros) #I need to create two separated samples with the same number os firms where #one firm in the first have a corresponding

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

Hi, Try this: which(duplicated(res10Percent)) # [1] 117 125 157 189 213 235 267 275 278 293 301 327 331 335 339 367 369 371 379 #[20] 413 415 417 441 459 461 477 479 505 res10PercentSub1<-subset(res10Percent[which(duplicated(res10Percent)),],dummy==1)? #most of the duplicated are dummy==1 res10PercentSub0<-subset(res10Percent[which(duplicated(res10Percent)),],dummy==0)

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Hi R-helpers! I have the following object: > head(coeficientes) caedois b1 b2 b3 1 1 0,033120395 -20,29478338 -0,274638864 2 2 -0,040629634 74,54239889 -0,069958424 3 5 -0,001116816 35,2398622 0,214327185 4 10 0,171875 5 14 0,007288399 40,06560548 -0,081828338 6 15 0,027530346 0,969969409 0,102775555

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