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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Panel regression with ar1 model
Excuse my naiveté. I'm not sure what this type of model is called -- perhaps panel regression.
Imagine I have the following data:
n <- 100
x1 <- rnorm(n)
y1 <- x1 * 0.5 + rnorm(n)/2
x2 <- rnorm(n)
y2 <- x2 * 0.5 + rnorm(n)/2
x3 <- rnorm(n)
y3 <-…
user111024
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Several coefficients for the same independant variable in panel data model in R
I am using the plm package in R to estimate the following simple panel data model:
X1 ~ X2
for 22 countries and 18 years (annual data).
Below, you can find an extract of my data for reproducible example.
My code is the following:
form <- X1 ~…
tristanjou
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What's the best way to turn a POSIX datefield into some time index that is accepted by plm?
I trying out the plm package for some first difference estimation in R. As stated in the title I wonder how I can turn my POSIX dates like "2002-10-01" into values that are understood by plm's time index. I guess this means using integer…
Matt Bannert
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Error in R: Lapack routine dgesv: system is exactly singular: U[10,10] = 0
I want to use pgmm function in the package plm to produce GMM estimate on a cross-section country data including 4 countries and 20 time periods (quarterly 5 years)
Here is my code:
formula = log(y2) ~ lag(log(y2),1) + lag(log(y2),2) + EU_IM +
…
R.M
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How do I control for unit-specific trend in a panel regression with plm
I am working with panel data using the plmpackage in R and need to specify a state and year fixed effects model with linear state-specific trends. I have the following code so far:
pnl_sb <- pdata.frame(seatbelt.df, index = c("fips","year"))
twyreg…
Collective Action
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R: Using a variable with less observations in a regression (plm)
I have been trying to deal with this for a while now with no luck. Essentially, what I am doing is a two-stage least squares on some panel data. To do this I am using the plm package. What I want to do is
Do a 2SLS
Get the residuals from the 2SLS…
student_t
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PLM package: Balanced data shown as unbalanced in regression
The dataset which I am using here is unbalanced, but I balanced it manually like this by removing the multiple observations for same ID (this is a characteristic of my data as a single household later split to different ones). T is 2 here.
dataset…
Arya
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Extract all individual slope coefficient from pooled OLS estimation in R
I hit a problem where I want to extract all individual coefficient of a particular variable in a pooled regression.
My data look like this and I regress Y on X.
Observation name date Y X
1 A 1 Y1 X1
2 A 2 Y2 X2
3 …
Xinrong Lin
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regression results summary takes so long that makes me really confusing?
I am currently working on panel data (using the plm package) with around 10 variables and only 30.000 observations. When I turn the option in plm() command from effect = "individual" to effect = "twoways", the calculation time takes ca. 1 minute,…
Lingyu Kong
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Forecasting with plm [panel regression]
I am having some troubles with forecasting panel data using the fixed model of the plm pachage. I know that it does not have a built-in forecasting function, so I want to compute the out-of-sample forecasts by hand. Is my logic correct:
fixed <-…
Masher
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How does the plm package handle fixed effects - one dummy for each individual or one less?
I am currently trying to get used to the plm package and tried to make a fixed effects with individual effects (just for the sake of doing it, please ignore the misspecification) with the plm() function and then with the lm() function. I found that…
Max von Loeper
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Error in x[, ii] : subscript out of bounds with plm package
Whilst running the following line of code:
Pfit1 = plm(hits ~ countDir, data = Pdf1, model = "within" , effect = "twoways")
I get the following error:
Error in x[, ii] : subscript out of bounds
However, I do not know where to go from here as I…
nemja
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Getting a subset of variables in R summary
When using the summary function in R, is there an option I can pass in there to present only a subset of the variables?
In my example, I ran a panel regression with plm() (from package plm) I have several explanatory variables, and have many dummy…
splinter
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R: No way to get double-clustered standard errors for an object of class "c('pmg', 'panelmodel')"?
I am estimating Fama-Macbeth regression. I have taken the code from this site
fpmg <- pmg(Mumbo~Jumbo, test, index=c("year","firmid"))
summary(fpmg)
Mean Groups model
Call:
pmg(formula = Mumbo ~ Jumbo, data = superfdf, index =…
Polar Bear
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panelAR for panel OLS regression
In performing a panel data regression using the panelAR function, setting autoCorr = "none" and panelCorrMehotd = "none", what specific correction is being performed to the standard errors? I would imagine it would be equal to those of an OLS…
James Ferré
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