Hello. The row numbers correspond to the standard Istat codes for Italian
provinces, 103-version of course. I.e., 1=Torino, 2=Vercelli, ...
I am sending you a correspondence table by separate email.
Best,
Giovanni
Hello,
I'm using the spatial weights matrix of the 103 Italian provinces
Dear Katie,
the code looks all right. On a standard example, everything works fine, e.g.:
# example(plm)
# coefs-names(coef(zz))
# lht(zz, coefs)
# lht(zz, coefs, vcov=vcovHC) # arellano is the default HC method anyway
As the error message says, your case is somehow ill-conditioned and the vcov
Dear Katharina,
if I get it right, you just want to assess the significance of
'lag(numfull_FCRlong,1)'. For this purpose, you can simply look at the relevant
t-statistic in the model summary. BTW, the latter is the square root of the
(F-version of the) Wald test for the restriction you are
Dear Thomas,
I cannot really answer because this is not a reproducible example; but your
traceback() output already gives a hint: try changing the random.method to
something different from default. In fact, as the singular matrix problem
happens during estimation of variance components, using
Dear Chanita,
impossible to tell without a reproducible example. You do not even
include your Stata call.
Assuming you meant 'ivreg2' w/o t, there are four rows of possible
arguments to it in the help page, but I don't seem to find any switch
for random effects. Are you sure you are not
-project.org
Cc: Millo Giovanni
Oggetto: resdiuals of random model estimated by plm function
Hi all,
I have estimated a random panel model using plm function.
I have a question about the vector of resduals obtained with the object
$residuals.
example:
data(Produc, package = plm)
zz - plm(log(gsp) ~ log
]
Inviato: lunedì 9 settembre 2013 15.07
A: r-help@r-project.org
Cc: Millo Giovanni
Oggetto: theta parameter - plm package
Hi all,
what indicates the parameter theta in the summary of a random effect panel
model estimated with the plm function?
example:
data(Produc, package = plm)
zz - plm(log(gsp
Dear Laura,
as Arun said it is difficult to help w/o a reproducible example. However
this is most likely to be an indexing problem, as he suggests; the
output of traceback() is far from useless here, because it shows that
the problem occurs in the data transformation step. The latter, which is
by
Dear Guylaine,
this has nothing to do with either 'plm' or logs. The error message says it
all: fin d'entrée inattendu(e). Somehow, you're inputting '+' twice in the R
console, so the formula is syntactically invalid. Moreover, you assign the
forula through '' instead of '-' so that this
Hello.
Here are my comments: your email would make for such a nice bug report,
if only you would add:
- a reproducible example of the fail in phtest()
- a reproducible example of your code, if it's yours, and also the
source of the code, if on the contrary you found it somewhere; because
as it
Hello.
Sorry, as already explained on this list this isn't a problem with the software
but with the data. Negative variance estimates may happen, most likely when the
model is misspecified: see Wooldridge, Econometric analysis of cross-section
and panel data, p. 261.
Hence, there is no real
.
You are welcome to experiment on this yourself! I'll be glad if you keep me
posted.
Cheers,
Giovanni
-Messaggio originale-
Da: Simon Zehnder [mailto:szehn...@uni-bonn.de]
Inviato: giovedì 7 marzo 2013 13.12
A: Millo Giovanni
Cc: r-help@r-project.org help
Oggetto: Re: [R] Count function
Hello.
Another thing you may want to do depends on whether you are using
model=within (the default) or model=random.
In the first case, pvcm() estimates separate regressions, so you just
need to loop lm() on individual indices to spot where it fails.
In the second case, what you may want to do
]
Inviato: venerdì 4 gennaio 2013 20.08
A: Millo Giovanni; r-help@r-project.org
Oggetto: RE: [R] plm random effect: the estimated variance of the individual
effect is negative
Thanks Giovanni,
but I already tried with the others random.method and it doesn't work anyway.
Do you think
Matteo,
I fully agree with David: please read the posting guide.
Anyway, the error message says it all: the estimated variance of the
individual effect is negative. See e.g. the basic panel chapter (10
or 11) in Wooldridge's Econometric Analysis of XS and Panel Data to
understand why this may
Dear Matteo,
a fixed effects (within) model does not have a single intercept: it has
N. I suggest you have another look at FE models' theory.
Some confusion often stems from Stata (misleadingly, IMHO) reporting an
intercept which is actually the average of the individual intercepts,
which you
Liebe Gloria,
the error says it all: you have a singular covariance matrix (the
vcov(q) term in the Hausman test); this is not invertible and therefore
the test fails.
As for the reasons, this might be either a bug or perhaps an
ill-conditioned problem: it is impossible for me to tell without a
Hello.
Well said Joshua. May I add that in an OLS context (which i take as
also meaning: no panel structure) what you probably want to do is the
so-called Durbin-Wu-Hausman test for endogeneity, as explained e.g.
here:
http://kurt.schmidheiny.name/teaching/iv2up.pdf
see Section 11 for the idea,
Dear Philipp,
this is just a tentative answer because debugging is really not possible
without a reproducible example (or, at a very bare minimum, the output
from traceback()).
Anyway, thank you for reporting this interesting numerical issue; I'll
try to replicate some similar behaviour on a
Hello. No strange behaviour here, just a warning.
There is a difference between an error and a warning, and between an
argument and a model. In this specific case, the warning is just there
to remind you that, as stated, 'the random **argument** has been
renamed to pooling ' (emphasis mine).
if it isn't yet, although
I can't remember bugs in this function since a very long time.
Thx for feedback
Best,
G.
Da: Ruben de Bliek [mailto:rubendebl...@gmail.com]
Inviato: venerdì 27 aprile 2012 16.28
A: Millo Giovanni
Cc: r-help@r-project.org
Oggetto: Re: [R] PLM
Dear Ieva,
plm(.., model=within) (which is the default for plm()) estimates a
within model on time-demeaned data, which is equivalent to using the
LSDV estimator. Therefore any time-constant dummy variable you add by
hand will be discarded because of perfect collinearity.
What kind of dummies
Hello David.
Usually I'd ask for a reproducible example (see the posting guide), but
as I routinely check my results against Stata, this time I think I know
what happens already.
There are two issues here: one is cluster-robust covariance estimation,
which in Stata is done through 'vce(cluster
Hello.
Such a procedure is not implemented in 'plm' but you can probably get
around to do what you want. One possible way (my preferred one) is to
demean the data by both dimensions as you would do for a two-way FE
model, and then estimate a random parameters model on the demeaned data.
This would
Dear John,
interesting. There must be a bottleneck somewhere, which possibly went
unnoticed because econometricians seldom use so many data points. In
fact 'plm' wasn't designed to handle only 700 Megs of data at a time;
but we're happy to investigate in this direction too. E.g., I was aware
of
'.
Best,
Giovanni
-Messaggio originale-
Da: Millo Giovanni
Inviato: martedì 22 novembre 2011 13.14
A: 'steiner-man...@web.de'
Cc: r-help@r-project.org
Oggetto: [R] Problems using log() in a plm() regression.
Hello Manuel.
Yes please, would you send me the data to reproduce the example
Hello Manuel.
Yes please, would you send me the data to reproduce the example? Else I
cannot tell, although this error is typical of undefined logs (zero or
negative argument).
Two general observations, for now:
- inserting special characters like '*' in variable names is looking for
trouble
-
Hello.
I just installed R 2.14.0 and then did
install.packages(splm, repos=http://R-Forge.R-project.org;)
in order to replicate your problem.
It worked almost fine. The only problem I had was with some missing
packages: being a fresh install, all suggested and required packages had
to be
Dear list, dear Cecilia and Daniel,
sorry for coming in ten days late, I've been very busy lately so I came
across this email only today.
This is just to make some points clearer re: fixed effects and r2 in
package 'plm', to both you and the list. In particular, to make you
aware of some
: lunedì 28 febbraio 2011 03:29
A: Millo Giovanni
Cc: R-help@r-project.org; 'Yves Croissant'
Oggetto: RE: [R] Adjusting for autocorrelation in a panel model
Dear Millo
Thank you for the prompt and honest answer.
Please accept my appreciation for developing the 'plm' package and for the
excellent
Dear David,
short answer: no. Although an MA(4) correlation structure makes perfect
sense in an econometric panel model, the treatment of (relatively) rich
covariance structures in a likelihood framework is done so well in the
'nlme' and 'lme4' packages that we decided not to duplicate
Dear Arne,
the inclusion of weights in the (mainly-GLS-related-) procedures in
'plm' is not obvious: at least, it is not to me. Maybe you might apply
the weights to the data before using them in estimation, which I have
done in the past, although it was then meant to reflect stratification,
not
will be more welcome.
thanks for your all works for useR.
Millo Giovanni wrote:
Dear useR,
although I admit that getting the log likelihood is important, you
must
concede that obtaining the parameter estimates is not bad either.
Regarding craze, well there are crazier things in the world than
Dear useR,
although I admit that getting the log likelihood is important, you must
concede that obtaining the parameter estimates is not bad either.
Regarding craze, well there are crazier things in the world than this,
just look at the political situation in Italy.
Anyway, the loglik has always
Dear Carlos,
please refrain from posting the same question umpteen times. Please
consider that code is hard to read and people might not have the time to
run your simulation etc. etc..
As I told you privately in response to your message on 18/1,
Re: generating correlated effects, I tried this
.
This is implemented in 'plm' as vcovSCC(). Please see the function's
documentation for references.
Best,
Giovanni
-Original Message-
From: Achim Zeileis [mailto:achim.zeil...@uibk.ac.at]
Sent: Sat 1/22/2011 4:11 PM
To: Dirk Heine
Cc: r-help@r-project.org; yves.croiss...@univ-reunion.fr; Millo
Hello Jude.
Please find my remarks below, with '##'
Da: Jude Ryan [mailto:jr...@marketsharepartners.com]
Inviato: giovedì 18 novembre 2010 23:52
A: R-help@r-project.org
Cc: yves.croiss...@univ-reunion.fr; Millo Giovanni
Oggetto: how do I build panel data
ottobre 2010 16:22
A: Millo Giovanni
Cc: Achim Zeileis; r-h...@stat.math.ethz.ch
Oggetto: Re: fitted from plm
Thanks Giovanni and Achim.
Just to confirm - the order of observations in residuals(mymodel) is exactly
the same as in the dataframe that I pass to plm, so that I can extract the
fitted
Cc: r-h...@stat.math.ethz.ch; yves.croiss...@univ-reunion.fr; Millo Giovanni
Subject: Re: [R] fitted from plm
On Wed, 20 Oct 2010, max.e.br...@gmail.com wrote:
Hi,
I am estimating a (fixed-effects) model with plm, for which I would like
to get the fitted values. If I call fitted() on my
: mercoledì 13 ottobre 2010 12:06
A: Max Brown
Cc: r-h...@stat.math.ethz.ch; yves.croiss...@univ-reunion.fr; Millo Giovanni
Oggetto: Re: [R] robust standard errors for panel data
On Wed, 13 Oct 2010, Max Brown wrote:
Hi,
I would like to estimate a panel model (small N large T, fixed
effects
;^)
Giovanni
-Messaggio originale-
Da: Achim Zeileis [mailto:achim.zeil...@uibk.ac.at]
Inviato: mercoledì 13 ottobre 2010 12:06
A: Max Brown
Cc: r-h...@stat.math.ethz.ch; yves.croiss...@univ-reunion.fr; Millo Giovanni
Oggetto: Re: [R] robust standard errors for panel data
On Wed, 13 Oct 2010, Max
Dear Felipe,
maybe the data (which I can't see through the digest) do not have
variability, maybe something else.
Try sending me the data.frame, I'll see what happens.
Giovanni
--
Message: 72
Date: Thu, 16 Sep 2010 11:49:19 -0500
From: Luis Felipe Parra
Dear Hao-pang,
it is impossible to really tell the problem without a reproducible
example. Just guessing: this looks like you have too many regressors.
In GMM, lags of variables are used as instruments, so you might have
more regressors than observations. Try reducing the 'lag' argument
(which,
Dear Salaam,
if I ever get you right (and I'm not sure I do), you are confusing the
residuals with the fixed effects. What you **would** probably be
computing, if you used square brackets like in
0.59081533*ADOP[21]+0.04263590*PE[22]-0.03717528*WOR[22]+2.6
6677[22]
(and amended
Dear Danice,
as far as I know, three-way panels are not considered in the
econometrics literature (two dimensions make things complicated enough
already). They are also not implemented in plm.
You might find support for more elaborate nesting structures in the nlme
and lme4 packages. Yet, as the
Hello.
Not an easy question at all, and it has little to do with software,
alas!
Veery loosely speaking: if the homogeneity hypothesis is rejected,
then, depending on data availability, you may still be able to treat the
data like a panel by:
a) ignoring the results of the poolability test
Dear Ivo,
thanks a lot for the good words, and sorry for not answering before: I
was in fact looking into a related issue, reported by Liviu.
Summarizing,
- fixed effects estimation in plm is actually done on demeaned data, as
customary in the econometric literature (see any textbook, e.g.
Dear Limin,
might be just about anything. Could you please provide a reproducible
example?
Best,
Giovanni
- Original message --
Message: 51
Date: Mon, 17 May 2010 10:36:03 +0800 (CST)
From: ??? dlm...@163.com
To: r-help@r-project.org
Subject: [R] pgmm
Dear Liviu,
we're still working on measures of fit for panels. If I get you right,
what you mean is the R^2 of the demeaned, or within, regression. A
quick and dirty function to do this is:
pmodel.response-plm:::pmodel.response.plm # needs this to make the
method accessible
r2-function(x,
may need, so thanks for the feedback. And of course thanks to Achim for
the prompt help.
Cheers
Giovanni
-Original Message-
From: Achim Zeileis [mailto:achim.zeil...@uibk.ac.at]
Sent: Thu 08/04/2010 21.21
To: ECAMF
Cc: r-help@r-project.org; yves.croiss...@univ-reunion.fr; Millo Giovanni
Cc: Millo Giovanni; yves.croiss...@let.ish-lyon.cnrs.fr
Oggetto: error using pvcm() on unbalanced panel data
Dear all
I am trying to fit Variable Coefficients Models on Unbalanced Panel Data. I
managed to fit such models on balanced panel data (the example from the plm
vignette), but I failed
:32
A: Millo Giovanni
Cc: r-help@r-project.org; yves.croiss...@let.ish-lyon.cnrs.fr
Oggetto: Re: [R] Package plm heterogenous slopes
Giovanni,
Thank you for your reply. pvcm is indeed what I was looking for.
I have a follow-up questio: plm documentation says that pvcm with method
'within
-Messaggio originale-
Da: Liviu Andronic [mailto:landronim...@gmail.com]
Inviato: giovedì 4 febbraio 2010 12:32
A: r-help@r-project.org Help
Cc: yves.croiss...@let.ish-lyon.cnrs.fr; Millo Giovanni
Oggetto: plm issues: error for within or random, but not for pooling
Dear all
I am working
Dear Otto,
please see ?pvcm and the section on variable coefficient models here
http://www.jstatsoft.org/v27/i02/paper
Should suit your needs; else please let me know.
Best,
Giovanni
- original message -
Message: 29
Date: Wed, 3 Feb 2010 16:27:45 +0200
From: Otto
Dear Matt,
yes you have. 'plm' doesn't support multi-column time indices, but it should
happily make do with any *single* time index whose order can be recognized by
R, such as, e.g., a lexicographic ordering.
So you will probably want to paste your indices along these lines:
year -
Hello.
This is to get you started with data.frames, next time please
- read the posting guide
- see the documentation, especially the builtin R data import/export
manual form the help menu
## begin R examples, paste into console ##
data(mtcars) # builtin database
class(mtcars) # what it is
(Assuming you are on Windows) Some time ago, with R-2.9.1 on WinXP, I
had success adding the --internet2 option to the program call in the
shortcut to R on my desktop, like this:
- open the shortcut
- in the destination tab, which should read like: c:\Program
files\R\R-x.x.x\bin\Rgui.exe, add
Hello Cecilia,
nice hearing from you again. I must restate a couple of my old hints,
though ;^)
1) please always put the authors c/c, as we are not guaranteed to browse
through the r-help every day
2) please provide reproducible examples.
As example(pooltest) keeps working fine, as do some
Da: sayan dasgupta [mailto:kitt...@gmail.com]
Inviato: mercoledì 9 dicembre 2009 06:59
A: Millo Giovanni; Achim Zeileis; yves.croiss...@let.ish-lyon.cnrs.fr
Cc: r-help@r-project.org
Oggetto: Re: Serial Correlation in panel data regression
Dear Sir,
Thanks for your reply
But still
-help@R-project.org; yves.croiss...@let.ish-lyon.cnrs.fr; Millo Giovanni
Subject: Re: Serial Correlation in panel data regression
On Tue, 8 Dec 2009, sayan dasgupta wrote:
Dear R users,
I have a question here
library(AER)
library(plm)
library(sandwich)
## take the following data
data
Dear Jose,
I can't see why it shouldn't, as long as the quarterly index has a natural and
recognizable ordering: this could be the only issue. Do not expect 'plm' to
cope with things like mar-09, apr-09, ..., at least not out of the box (maybe
there is room for improvement here). All the rest
Hello Peter. Sorry, I was on vacation. I hope my answer is still of some
use to you.
Strictly speaking, this is not a 'plm' problem. As you guessed, you're
hitting memory limits in R. See
??memory
and more specifically
?Memory
?Memory-limits
to see whether you can increase them.
Re 'plm'
Dear Anthony:
please please! I didn't say 'nlme' [does] not produce sensible / accurate
results, nor did I ever mean it.
The sentence you quote is an unfortunate mistake on my part, and like most
unfortunate mistakes it first went unnoticed and then ended up in a most
visible part of the
Dear Robert,
a different option, just to give you one more choice: you should be able
to keep the standard Xandros and install R if you don't feel like
changing the operating system. You just have to add the standard Debian
repositories. I found it easier to have R, Emacs and LaTeX working on
the
Dear Helen,
bootstrapped standard errors are currently not supported in 'plm'.
Cheers,
Giovanni
--
Original Message:
Date: Wed, 22 Apr 2009 23:23:26 -0700 (PDT)
From: Helen Chen 96258...@nccu.edu.tw
Subject: [R] question of plm package
To: r-help@r-project.org
Dear Cecilia,
just adding some examples to Stefan's post, which says everything
already. I've recently gone mad with reshaping, so I assume it is a
little tricky. Or maybe what I tell you is obvious, then just skip it.
**import**
Your files are spreadsheets, so the best way to import is to save
Dear Ivo, dear list,
(see: Message: 70
Date: Thu, 26 Mar 2009 21:39:19 +
From: ivo...@gmail.com
Subject: [R] pgmm (Blundell-Bond) sample needed)
I think I finally figured out how to replicate your supersimple GMM
example with pgmm() so as to get the very same results as Stata.
Having no
Dear Ivo,
please find below some answers to your pgmm-related questions.
##
Was: Message: 70
Date: Thu, 26 Mar 2009 21:39:19 +
From: ivo...@gmail.com
Subject: [R] pgmm (Blundell-Bond) sample needed
To: r-help r-h...@stat.math.ethz.ch
Message-ID:
Dear Richard,
although I am co-author of some (other) parts of 'plm', my understanding
of GMM methods is still rudimentary. Yet I have tried a quick exercise
replicating Example 18.5 in Greene's Econometric Analysis (5th ed.)
like this
## retrieve data from the book's site here
Dear Bernd,
I fully subscribe to Jim and Philipp's posts, plus a note on operating
systems, case you're a Windows user. I've got an eeePC 900, standard
Xandros Linux version, happily running R. With LaTeX-Beamer installed,
weighing less than 1 Kg and with WiFi this makes for an excellent
Dear Ajay,
just to deny the implicit statement 'corporate user'='moron' surfacing
here and there in this interesting thread :^). This might be a
statistical regularity but should by no means be considered a theorem,
as there are counter-examples available. You can find people willing to
learn
Dear Tanveer and Johannes,
it *is* indeed possible to estimate dynamic panels by GMM with plm. As
Johannes observes, ?pgmm is a good start. Please see also the package
vignette or its close cousin, this paper on JSS
http://www.jstatsoft.org/v27/i02, section 5.4.
Johannes, if you had problems
Hello Kerstin,
I had done something like this in the past but can't find it any more,
so I've put up a very raw example you might want to sophisticate upon.
The idea is that of drawing an empty high-level plot and then putting
some low-level elements (mainly bars and connecting lines) into it
Dear all,
I just went through the process of installing R on an eeePC 900 running
Linux. As a Windows useR utterly ignorant about Linux, I'd never have
done it without reading your posts and the R Wiki, so first of all:
thank you!
Next, taking up your thread from some weeks ago, I thought this
Dear List,
I just installed R 2.6.1 (on Win2K) and I get a strange error in
functions min() and max():
min(1:3)
Errore in .Internal(min(..., na.rm = na.rm)) :
nessuna funzione interna min
which, as you may have guessed, means 'no internal function min '. The
same happens for max().
Maybe
as well :^)
Cheers,
Giovanni
-Messaggio originale-
Da: Prof Brian Ripley [mailto:[EMAIL PROTECTED]
Inviato: martedì 27 novembre 2007 18:54
A: Millo Giovanni
Cc: r-help@r-project.org
Oggetto: Re: [R] max() and min() functions not found
You have a rogue package loaded into your session
Dear Albrecht,
on ESRI's site you should be able to download a shapefile with details
down to NUTS2 for the area you're interested in.
Check http://www.esri.com/data/download/basemap/how_to_download.html
out.
Please also consider posting such questions on the R-sig-Geo mailing
list (submissions
Dear Arne and Ott-Siim,
my personal opinion is that one single package is easiest both for the
useR who wants to keep track of the add-ins he might need and for the
maintainer(s) of the relevant Task Views. I'd prefer to have one single
micEcon as long as I know that I've to look there both for
78 matches
Mail list logo
