I was suggested that more details with help re: my question on first differences in panel data... The data set in question is PWT6.2:
> str(pwt6.2) 'data.frame': 10340 obs. of 27 variables: $ country: Factor w/ 188 levels "Afghanistan",..: 1 1 1 1 1 1 1 1 1 1 ... $ isocode: Factor w/ 188 levels "AFG","ALB","DZA",..: 1 1 1 1 1 1 1 1 1 1 ... $ year : int 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 ... $ pop : num 8150 8284 8425 8573 8728 ... ... $ cgdp : num NA NA NA NA NA NA NA NA NA NA ... ... $ grgdpch: num NA NA NA NA NA NA NA NA NA NA ... The panel has countries as units and years for time. What I want to do is have a fist different of logs of cgdp and pop. The reason why I can't use diff(log(pop)) is because when the data for a country ends, e.g. Afghanistan 2004, the next observation belongs to another country, e.g. Albania 1950, and R will do a first log difference between the population of Albania in 1950 and that of Afghanistan in 2004, instead of NA (since I don't have data for Albania 1949). I need a diff() that's aware of the panel structure of the data (i.e. the countries). The plm package does this, but only in a regression. I found no function that I can use to save the log differences. Thank you for your time, Gabriel ______________________________________________ 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.
