You wrote:
Ø Dear All,
Ø Can anyone provide me with reference notes(or steps) towards analysis of??
(un)balanced panel data in R.
Ø Thank you!
The "plm" package does panel data analysis in R. See the vignette at:
cran.r-project.org/web/packages/plm/vignettes/plm.pdf. There are other similar
articles by the same authors, Yves Croissant and
Giovanni Millo, and one of these is the best to get you started. If the "plm"
package does not do all that you are looking for, you will have to explore the
more general packages for mixed models (or hierarchical models or models for
longitudinal data) in statistics, like "nlme" and "lme4". See section 7 of the
vignette for more details on these packages. The "plm" package deals with panel
data econometrics. Good books on the topic of panel data econometrics are:
Wooldridge J (2002), Econometric Analysis of Cross{Section and Panel Data. MIT
press and Baltagi B (2001), Econometric Analysis of Panel Data. 3rd edition.
John Wiley and Sons ltd but these books do not have any R code (or any other
code for that matter).
The classic reference for mixed models in R is the book by Pinheiro and Bates:
Pinheiro J, Bates D (2000). Mixed{E_ects Models in S and S-plus.
Springer-Verlag, and, Pinheiro J, Bates D, DebRoy S, the~R Core~team DS (2007).
nlme: Linear and Nonlinear Mixed E_ects Models. R package version 3.1-86, URL
http://CRAN.R-project.org.
Other books that deal with longitudinal data are: Applied Longitudinal Data
Analysis: Modeling Change and Event Occurrence by Judith D. Singer and John B.
Willett (social science perspective) and Longitudinal and Panel Data: Analysis
and Applications in the Social Sciences by Edward W Frees (a statistician).
Both these books have URL's where you can get the R programs for the books. The
URL for the Singer and Willet book is:
http://www.ats.ucla.edu/stat/examples/alda.htm.
Jude Ryan
Director, Analytical Insights | MarketShare
1270 Avenue of the Americas, Suite # 2702, New York, NY 10020
P: 646.745.9916 x222 | M: 973.943.2029
www.marketshare.com
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