Re: [R] Panel Data Help

I am going to go out on a limb and say that the answer to your question is "Yes". However, I cannot decipher specifics from your description. If you want a more useful answer you need to follow the advice in the Posting Guide mentioned in the footer (including posting in plain text rather th

[R] Panel Data Help

Hi, I'm currently working on an econometrics project on banking and looking to merge a dataframe of bank specific data with dataframes of macro variables. I am then going to transform the data set into a plm dataframe using the plm package. The bank specific observations are indexed across time wh

Re: [R] Panel Data--filling in missing dates in a span only

Steve, Here is one approach that works. I am calling your first data frame "df". # list all years from min to max observed in each ID years <- tapply(df$Date, df$ID, function(x) min(x):max(x)) # create a data frame based on the observed range of years fulldf <- data.frame(ID=rep(names(years), s

[R] Panel Data--filling in missing dates in a span only

Hi folks, I have this panel data (below), with observations missing in each of the panels. I want to fill in years for the missing data, but only those years within the span of the existing data. For instance, BC-0002 needs on year, 1995. I do not want any years after the last observation. str

[R] panel data: variable selection AND multicollinearity

Dear all, I am running a regression on panel data (127 observations). The Hausman Test indicats that the random-effects model is superior to the fixed-effects model. However, for a linear regression "lm()" there is a simple command in R to carry out a variable selection procedure: "step()". Is th

[R] Panel Data Estimators (within, between, Random Effects estimator)

Dear, I am writing you following a rather old post I found here where Ronggui Huang mentions some code I could probably use. Currently, I am in the process of doing panel data regressions in R and I am using the plm package which work

Re: [R] Panel data - replicating Stata's xtpcse in R

On Thu, 7 Apr 2011, Florian Markowetz wrote: Dear list, I am trying to replicate an econometrics study that was orginally done in Stata. (Blanton and Blanton. 2009. A Sectoral Analysis of Human Rights and FDI: Does Industry Type Matter? International Studies Quarterley 53 (2):469 - 493.) Th

[R] Panel data - replicating Stata's xtpcse in R

Dear list, I am trying to replicate an econometrics study that was orginally done in Stata. (Blanton and Blanton. 2009. A Sectoral Analysis of Human Rights and FDI: Does Industry Type Matter? International Studies Quarterley 53 (2):469 - 493.) The model I try to replicate is in Stata given as

[R] panel data

Hello I have a question about how to regress panel data in R. What are the appropriate commands and preparations that need to be made when regressing panel data? /Andreas Otterstrom [[alternative HTML version deleted]] _

[R] PANEL DATA SIMULATION(sorry for my previous email with no subject)

Dear R community,and especially Giovanni Millo, For my master's thesis i need to simulate a panel data with the fixed effects correlated with the predicor, so i run the the following code: set.seed(1970) ###Panel data simulation with alphai correlated with xi#

[R] PANEL DATA SIMULATION

Dear R community,and especially Giovanni Millo, For my master's thesis i need to simulate a panel data with the fixed effects correlated with the predicor, so i run the the following code: set.seed(1970) ###Panel data simulation with alphai correlated with xi##

Re: [R] Panel Data Analysis in R

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 simil

[R] Panel Data Analysis in R

Dear All, Can anyone provide me with reference notes(or steps) towards analysis of  (un)balanced panel data in R. Thank you! Kind regards, Tabitha Mundia , Project Management Office, Equity Bank Limited,P.O. Box 75104-00200 Head Office, Upper hill, NHIF BLDG

[R] panel data and model selection

Good day R-listers, I'm working with a panel dataset, i've used many models , homogeneous (fixed effect, pooled ols and Driscoll and Kraay) heterogeneous (swamy random coefficients) and would like to do a post-estimation to select the model that best fit my regression. is there any method, co

Re: [R] Panel data with binary dependent variable

RE models are available in the lme4 and MASS packages in the glmer and glmmPQL functions, respectively. -- View this message in context: http://r.789695.n4.nabble.com/Panel-data-with-binary-dependent-variable-tp2156043p2184223.html Sent from the R help mailing list archive at Nabble.com. __

Re: [R] Panel data with binary dependent variable

To my knowledge, fixed and random effect models may be estimated for the logit model and only the random effect model for the probit model (because of the incidental parameter problem). I think clogit in the survival package fits the model that is called the fixed effect logit model in the econome

[R] Panel data with binary dependent variable

Is it possible to do regressions in R using a panel data set with a binary dependent variable? I am familiar with using glm for logit and probit and plm for panel data, but am not sure how to combine the two. Are there any existing code examples? Thank you. Abiel

Re: [R] panel data

Thanks David, I never thought of using merge for this. I usually used the "cast" command from the "reshape" package for this type of task. Cheers, Tal Contact Details:--- Contact me: tal.gal...@gmail.com | 972-52-7275845 Rea

Re: [R] panel data

Try this: > as.data.frame.table(tapply(DF[,3], DF[2:1], c), responseName = names(DF)[3]) YEAR ID HEIGHT 1 2007 Harry 62 2 2008 Harry 62 3 2007 Jack 70 4 2008 Jack NA 5 2007 James 68 6 2008 James NA 7 2007 Jordan NA 8 2008 Jordan 72 9 2007 M

Re: [R] panel data

On Apr 2, 2010, at 3:39 PM, Geoffrey Smith wrote: Hello, I have an unbalanced panel data set that looks like: ID,YEAR,HEIGHT Tom,2007,65 Tom,2008,66 Mary,2007,45 Mary,2008,50 Harry,2007,62 Harry,2008,62 James,2007,68 Jack,2007,70 Jordan,2008,72 That is, James, Jack, and Jordan are missing a Y

[R] panel data

Hello, I have an unbalanced panel data set that looks like: ID,YEAR,HEIGHT Tom,2007,65 Tom,2008,66 Mary,2007,45 Mary,2008,50 Harry,2007,62 Harry,2008,62 James,2007,68 Jack,2007,70 Jordan,2008,72 That is, James, Jack, and Jordan are missing a YEAR. Is there any command that will "fill in" the mis

[R] panel data quantile regression?

Hi All, About the quantile regression of panel data, what are the difference about Koenker’ s method of “Quantile Regression for Longitudinal Data” and added a dummy variable to represent individual effect? For example, if I have a five year and three country panel data set , I added following du

[R] Panel Data Analysis (PLM) - Fixed Effects - "cannot allocate vector of length"

40 671184 fax +39 040 671160 -- Original message: Date: Fri, 21 Aug 2009 16:36:24 -0400 From: Peter Steele-Mosey Subject: [R] Panel Data Analysis (PLM) - Fixed Effects - "cannot allocatevector of length" To: r-help@r-project.org Message-ID:

[R] Panel Data Analysis (PLM) - Fixed Effects - "cannot allocate vector of length"

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 th

[R] panel data & maximum likelihood function

Hi, I found some problems dealing with panel data. However, it seems the problem is maximum likelihood function. I cannot find a function to compute maximum likelihood estimator for panel data as well as to test data with likelihood ratio test. May anyone knows something about that? Thanks, M

[R] panel data analysis possible with mle2 (bbmle)?

Dear R community, I want to estimate coefficients in a (non-linear) system of equations using 'mle2' from the "bbmle" package. Right now the whole data is read in as just one long time series, when it's actually 9 cross sections with 30 observations each. I would like to be able to test and correc