plm

Problems with plm, duplicate time id's error

拈花ヽ惹草 提交于 2021-02-05 10:55:17
问题 I am running a fixed effects regression and am getting the following error: fixed_effects <- plm(GNI ~ lag(GNI) + imposition + ExpImp + democ, data = sanctions_data6, index = c("country", "sanctions_period"), model = "within", effect = "twoways") duplicate couples (time-id) Error in pdim.default(index[[1]], index[[2]]) : I am aware that it means that i have duplicate time periods for the same observations. However the whole observations are not duplicates of each other as they represent

What variables to include in fixed effect model (Panel data)

不问归期 提交于 2021-01-07 02:38:42
问题 This question was migrated from Stack Overflow because it can be answered on Cross Validated. Migrated 4 days ago . I am doing a fixed effect model to research on support’s effect on reducing number of injured employees. I have a dataset on company level from 2012-2020: year average age total salary total number of employees Segment Industry Risk Index support total number of Injured employees company A ID 2012 45 5 Million 55 S IT 1 0 1 company B ID 2012 48 40M 500 B Service 3 0 20 Data

What variables to include in fixed effect model (Panel data)

微笑、不失礼 提交于 2021-01-07 02:38:05
问题 This question was migrated from Stack Overflow because it can be answered on Cross Validated. Migrated 4 days ago . I am doing a fixed effect model to research on support’s effect on reducing number of injured employees. I have a dataset on company level from 2012-2020: year average age total salary total number of employees Segment Industry Risk Index support total number of Injured employees company A ID 2012 45 5 Million 55 S IT 1 0 1 company B ID 2012 48 40M 500 B Service 3 0 20 Data

Why factor is not included in first differences model?

北战南征 提交于 2021-01-07 01:24:26
问题 Let's consider data following: library(plm) data("EmplUK", package="plm") df1<-EmplUK df1 <- cbind(df1,"Trend" = as.numeric(as.factor(unlist(df1[, 2])))) > head(df1) firm year sector emp wage capital output Trend 1 1 1977 7 5.041 13.1516 0.5894 95.7072 2 2 1 1978 7 5.600 12.3018 0.6318 97.3569 3 3 1 1979 7 5.015 12.8395 0.6771 99.6083 4 4 1 1980 7 4.715 13.8039 0.6171 100.5501 5 5 1 1981 7 4.093 14.2897 0.5076 99.5581 6 6 1 1982 7 3.166 14.8681 0.4229 98.6151 7 I want to perform first

What are the standard panel data model selections and steps?

不问归期 提交于 2021-01-05 07:21:26
问题 This question was migrated from Stack Overflow because it can be answered on Cross Validated. Migrated 10 days ago . I have got a panel data in R library(AER) data(Fatalities) # define the fatality rate Fatalities$fatal_rate <- Fatalities$fatal / Fatalities$pop * 10000 # mandadory jail or community service? Fatalities$punish <- with(Fatalities, factor(jail == "yes" | service == "yes", labels = c("no", "yes"))) I am observing beertax’s effect to their fatal_rate from 1982-1988 within 48 states

Calculating within, between or overall R-square in R

ぐ巨炮叔叔 提交于 2020-12-30 09:42:49
问题 I'm migrating from Stata to R ( plm package ) in order to do panel model econometrics. In Stata, panel models such as random effects usually report the within, between and overall R-squared. I have found that the reported R-squared in the plm Random Effects models corresponds to the within R squared. So, is there any way to get the overall and between R-squared using the plm package in R? See same example with R and Stata: library(plm) library(foreign) # read Stata files download.file('http:/

Calculating within, between or overall R-square in R

跟風遠走 提交于 2020-12-30 09:41:17
问题 I'm migrating from Stata to R ( plm package ) in order to do panel model econometrics. In Stata, panel models such as random effects usually report the within, between and overall R-squared. I have found that the reported R-squared in the plm Random Effects models corresponds to the within R squared. So, is there any way to get the overall and between R-squared using the plm package in R? See same example with R and Stata: library(plm) library(foreign) # read Stata files download.file('http:/