R package primarily concerned with panel data. Package contains a set of estimators and tests for panel data.
Questions tagged [plm]
510 questions
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1 answer
How to turn year fixed-effects into decade fixed-effects with plm()?
For my bachelor thesis I have a regression with fixed-effects and time-fixed effects in years:
log(production_it )= β_0 + β_1 * log(temp_it ) + β_2 * log(rain_it
) + β_3 * drought_it + β_4 * flood_it + β_5 * storm_it + β_6 *
log(labour_it )+…
mag123
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Does the plm() have a consistent intercept?
I am new here :) I want to use the following equation for my bachelor thesis:
log(production_it )= β_0 + β_1 * log(temp_it ) + β_2 * log(rain_it ) + β_3 * drought_it + β_4 * flood_it + β_5 * storm_it + β_6 * log(labour_it )+ β_7* …
mag123
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0 answers
How to produce Parallel Trends table and graph in R?
I have been performing panel estimations with municipality fixed effects. I would like to produce robustness checks to verify my results. One of the these is the proof of parallel trends. How can I do this with R?
Say I perform 3 regressions for 3…
Frederik Dejonghe
- 31
- 3
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1 answer
Why PanelOLS in python has different result than plm in R
I am doing a fixed effect model using PanelOLS in Python, and I have use plm in R to validate my result, to my surprise, the coefficient and P values are different between these two, even though they are supposed to be the same?
Data is from R’s…
Ltng
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- 8
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1 answer
How to omit redundant huge information?
I want to create a function which will perform within panel regression :
My work so far
library(plm)
fit_panel_lr <- function(y, x) {
x <- cbind(as.data.frame(x),as.data.frame(y))
varnames <- names(x)[3:(length(x))]
varnames <-…
John
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1 answer
Dummies not included in summary
I want to create a function which will perform panel regression with 3-level dummies included.
Let's consider within model with time effects :
library(plm)
fit_panel_lr <- function(y, x) {
x[, length(x) + 1] <- y
#adding dummies
mtx <-…
John
- 1,849
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- 13
- 23
1
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1 answer
Adding robust standard errors to original panel model in R
I use a within plm model:
model <- plm(Y ~ x1 + x2 + x3, data=dataset, model="within", effect="twoways")
I detected heteroskedasticity and calculated robust standard errors with the vcovHC function from the plm package:
coeftest(model, vcov =…
tomankid
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1 answer
Plotting interaction terms from fixed effects models (plm)
I'm trying to plot interaction effects from a fixed effects model. For some reason, I always get the same error message: Error in crossprod(beta, t(X)) : non-conformable arguments
First I thought this was only my data (maybe multicollinearity) but…
Pedro Sanchez
- 11
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1 answer
Why does my fe with demeaned data ( lm() ) not reproduce coefficients from plm(), lfe() and lsdv?
I am trying to reproduce fixed effects coefficients for panel data using different packages and techniques: (1) plm(), (2) lfe(), (3) dummy-lsdv with lm(), and (4) demeaned-fe with lm().
My data set consists of 1581 observations and 13 variables. It…
Ane Yla
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- 4
1
vote
1 answer
Windmeijer correction for Arellano-Bond Test in R package plm
Let´s suppose I have a simple AR(1) panel data model I estimate with the pgmm command in R - data available :
library(plm)
library(Ecdat)
data(Airline)
reg.gmm = pgmm(output ~ lag(output, 1)| lag(output, 2:99), data= Airline, Robust=TRUE)
With…
Constantin Schmidt
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1 answer
Need to declare panel data before using plm?
Simple question but before estimating a FE regression using plm – do I need to "set" the df as panel data using plm.data (similar to xtset in Stata)?
pdata <- plm.data(df, index = "state", "year")
I thought including "index" in the regression…
Anna Bokun
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1
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0 answers
FELM with Interaction Terms
I'm trying to estimate the follwing model using the felm function from lfe package.
enter image description here
But I don't know how to include the γit interaction term of state dummies and the post-1937 dummy. I tried setting state_pc:post-1937 as…
yamyam112
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- 1
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vote
0 answers
R / PLM Package: How to include a nested effect for the same brands across countries?
I am currently analyzing a panel data set, which tracks brands across countries over time.In particular, I am interested in how certain variables are impacting future market share.
Using the head() function, my data set looks as followed:
# A…
Sven
- 11
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vote
1 answer
Is there any R function that visualize the interaction effect of IV regression?
I'm looking for a function for interaction effects visualization which has a correspondence with ivreg or plm. My model is 2sls with fixed effects but it seems there are no packages available for calculating interaction effects in R.
I'd be pleased…
MasK
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- 4
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0 answers
Rolling window regression for panel data
I would like to perform a rolling window regression for panel data over a period of 36 months and get the monthly intercept as output.
My data has 1397 Funds (ID) with 252 monthly returns each.
ï..ID Period Return RMRF SMB5 …
Lena
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