On Fri, 13 Aug 2010, Steffen Krutzinna wrote:
Hi, my first email, I hope I don't violate any rules. I want to run a panel (cross-section-time-series) regression with fixed effects. I have count data (patent citations) so a Poisson distribution applies. But I also want to control for over-dispersion and and excess zeros. I think I read all manuals of potentially helpful packages but I could not find a way to realise this. The closest I got was a fixed effects poisson regression using Yves Croissant's pglm package (panel generalized linear model). But over-dispersion and excess zeros are still neglected. Does anyone know a feasible way to run such a regression on R?
You can run a standard (i.e., cross-sectional) regression model and include a fixed effect (i.e., a factor indicating "id"). This is provided by zeroinfl() in the "pscl" package, see also the accompanying paper in the Journal of Statistical Software. Depending on how strong the autoregressive effects are, this might be a useful model.
There are a few other packages around which provide functionality for count data (see, among others, the "SocialSciences" and "Econometrics" task views on CRAN). But I don't think there is a dedicated package for panel analysis with overdispersion and excess zeros. (At least none that I know of.)
hth, Z
Thanks a lot in advance and thanks to all the help I got in the last years by reading the archived mailing lists. Steffen Krutzinna (Student @ Uni. Essex) ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
