Hello,
I'm struggling with an unexpected interference between the two packages
dplyr and plm, or to be more concrete with the "lag(x, ...)" function of
both packages.
If dplyr is in the namespace the plm function uses no longer the
appropriate lag()-function which accounts for the panel structure.
The following code demonstrates the unexpected behaviour:
## starting from a new R-Session (plm and dplyr unloaded) ##
## generate dataset
set.seed(4711)
df <- data.frame(
i = rep(1:10, each = 4),
t = rep(1:4, times = 10),
y = rnorm(40),
x = rnorm(40)
)
## manually generated laged variable
df$lagx <- c(NA, df$x[-40])
df$lagx[df$t == 1] <- NA
require(plm)
summary(plm(y~lagx, data = df, index = c("i", "t")))
summary(plm(y~lag(x, 1), data = df, index = c("i", "t")))
# > this result is expected
require(dplyr)
summary(plm(y~lagx, data = df, index = c("i", "t")))
summary(plm(y~lag(x, 1), data = df, index = c("i", "t")))
# > this result is unexpected
Is there a way to force R to use the "correct" lag-function? (or at the
devel-level to harmonise both functions)
Thank you very much in advance for your answer
Yours
Constantin
--
^
| X
| /eiser, Dr. Constantin (weis...@hhu.de)
| /Chair of Statistics and Econometrics
| / Heinrich Heine-University of Düsseldorf
| * /\ / Universitätsstraße 1, 40225 Düsseldorf, Germany
| \ / \ / Oeconomicum (Building 24.31), Room 01.22
| \/ \/ Tel: 0049 211 81-15307
+----------------------------------------------------------->
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