Dear allI am trying to carry out step-wise panel regression analysis by making
adaptation in the use of plm package. Say, I am trying to regress the explained
variable (DEP) on 3 explanatory variables (EX1, EX2, EX3) using a panel data
set (dat). Of course, the required set of instructions would be:require(plm)reg
<- plm(DEP ~ EX1 + EX2 + EX3, data = dat, method = "within")
... (A)But, what I wish to do
(for the purpose of carrying out the analysis iteratively) is as follows:dep <-
"DEP"exp <- c("EX1", "EX2", "EX3")and then use somehow these dep and exp to get
a statement compatible with (A). I tried the following
frm <- as.formula(paste(dep, "~", exp))
reg <- plm(frm, data = dat, method = "within)But it did not work properly. I
could get the output only in respect of DEP ~ EX1, whereas I need the same in
respect of DEP ~ EX1 + EX2 + EX3.Kindly help. RegardsAmarjit Singh
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