R package primarily concerned with panel data. Package contains a set of estimators and tests for panel data.
Questions tagged [plm]
510 questions
2
votes
1 answer
Error computing Robust Standard errors in Panel regression model (plm,R)
I am using the plm library to run fixed effect regressions and the sandwich,lmtest libraries to compute robust standard errors. I have no problem running the regressions, but in some instances when I go to compute the standard errors I get the…
shadowprice
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2
votes
0 answers
PLM falling into the dummy variable trap -- how to fix?
An example:
load(url('BROKEN LINK'))
head(sdat)
library(plm)
fem = plm(y~T+G:t,data=sdat,effect="twoways",model="within",index=c("ID","t"))
summary(fem)
lsdvm = lm(y~ID+T+G:t,data=sdat)
summary(lsdvm)
fem$coef
fem is the fixed-effects model (fit…
generic_user
- 3,430
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1
vote
0 answers
Having a problem to install fixest packages
Currently I am estimating IV regresssion with panel data. I thought, fixest packages is the good fit for the analysis. After it is showing some warning when I installed, I can't recall the library.
The error is
library(fixest)
Error: package or…
Ankhbayar.S
- 11
- 2
1
vote
1 answer
Run a regression on "portion" of Panel data
I am working on a Panel Data that spans from 3rd February 2020 to 29th May 2020. In order to test my hypotheses, I need to run the same regression on the whole period and additionally on 3 different time periods:
03.02.2020 to 21.02.2020
24.02.2020…
genistae
- 21
- 2
1
vote
1 answer
IV regression in Fixed-Effect Models with diagnostics
I want to do an IV regression in Fixed-Effect Models with diagnostics (Wu-Hausman, weak instrument, etc.). I tried three options, each with its problem--
y is dependent variable
x1 is the endogenous independent variable
c1, c2, c3 are control…
user7453767
- 339
- 2
- 14
1
vote
1 answer
plm::pdata.frame loses variable label attributes created by labelled::var_label?
I have a panel data to which I have applied plm::pdata.frame to be able to use the lag operator. However, once I have converted by dataframe to pdata.frame, the variable labels that I created using labelled::var_label do not show up in…
Anup
- 239
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1
vote
1 answer
Three Dimensional Panel Data: Granger Causality Test in R
I have data which is structured the following:
As you can see, I have "multi-dimensional panel data", i.e. I do not only have years and countries, but also industries as a third "index". I did a panel regression analysis with the fixest package to…
Dom Slenk
- 29
- 2
1
vote
2 answers
R user function to run gmm model repeatedly using pgmm function
I have created a function to run gmm model repeatedly using pgmm function from plm package. here is the code.
```
run.gmm <- function(data,
predictor,
dep,
controls,
row.name = predictor,
…
Abdullah Mamun
- 63
- 5
1
vote
1 answer
Linear regression with object oriented programming R
I need to run many similar regressions with small differences. As such, I want to create a class that creates different objects.
How can I setMethodso that a linear regression is run within the object? I'm now using "show" and cat to define the…
Margaret
- 15
- 3
1
vote
0 answers
Twoway fixed effects equivalent for glm
What would be the plm twoway fixed effects equivalent for a logit-glm using maximum likelihood approach on a panel dataset?
Pglm does not work for within model;
And bife package allows for one fixed effect. I don’t want to apply a factor variable as…
Myr TH
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1
vote
0 answers
How to make a preliminary panel data fixed effect regression analysis
For my bachelor thesis I am researching the impact that demographic changes have on the economy.
I compiled data from 12 different variables, and made a panel data. You can download it here :Data
Data should look like this:
I want to run some very…
DHAsselbergs
- 13
- 3
1
vote
2 answers
Calculating the number of id's from a felm estimation
I'm estimating a series of country and year fixed-effects panel models using the felm function. I would like to calculate the number of countries included in each estimation. I can easily do this if I run my regressions using the plm function, as…
user3227641
- 157
- 7
1
vote
1 answer
2SLS standard errors with ivreg and plm in R
Could someone please confirm whether ivreg is calculating correct 2SLS standard errors by default or do I still have to manually correct them? I have an instrumental variable Z1 in my regression.
library(ivreg)
ivreg1 <- ivreg(log(Y) ~ log(X) + W1 +…
TFT
- 129
- 10
1
vote
0 answers
Applying plot_model() function to plm time fixed effect model
I am trying to generate an interaction plot using the following code:
library(plm)
FE <- plm(y~a*b+c,data=pdata, effect="time",model="within")
summary(FE)
plot_model(FE, type = "pred", terms = c("a", "b"))
and I receive this error:
Error in…
sustainex
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1
vote
2 answers
Is it ok to run a plm fixed effect model and add a factor dummy variable (tree way fixed effects)?
Is it ok to run a "plm" fixed effect model and add a factor dummy variable in R as below?
The three factors "Time", "Firm” and "Country" are all separate indices which I want to fix all together.
Instead of making two indices in total by combining…
Eric
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