> On May 13, 2017, at 4:07 AM, Tobias Christoph <s3toc...@uni-bayreuth.de>
> wrote:
>
> Hey Peter,
>
> thank you. Yes, I want to have "year" in the varibale.
> But if I use "*town*year*" as a furmula, R will create new factor
> variable with n levels, where n = (num of towns) x (num of years). What
> I'm trying to do is create 50 (town x year) variables such that
> town1xyear is 1,2,3... when town== 1 and zero otherwise, repeat for
> town2xyear, where state == 2, etc.
>
> It is now clear? Sorry for my bad explanations.
I had suggested that you must provide str(R_Test_log_Neu). I'm still suggesting
this would be a good idea.
Since you have not done so, we can only guess at the right course to follow
from your reports of problems and errors. Peter pointed out that the `time`
function was in the 'stats' package (not from plm or elsewhere as I imagined).
You are implying that 'year' is currently a factor value with levels that
appears as the character versions of integers.
You may be able to get closer to what is possible by using:
plm( log(revenue) ~ log(supply) + factor(town) +
as.numeric(as.character(year)),
data=R_Test_log_Neu)
This should fix the problem noted by Peter and avoid the potentially incorrect
construction of the desired linear trend.
If you used the interaction operator "*" between 'town' and the numeric version
of 'year' it will give you two sets of coefficients involving 'town'. The first
set will be the mean deviations from the base factor level. The other set will
be the differences in slopes for the time trends for each of the (factored)
towns from the overall time trend/slope. And for your data you wouldbe
constructing a saturated model ... as you observed in your first message (which
remains in the copied thread below).
--
David.
>
> Toby
>
>
> Am 12.05.2017 um 23:23 schrieb peter dalgaard:
>>> On 12 May 2017, at 16:40 , Tobias Christoph <s3toc...@uni-bayreuth.de>
>>> wrote:
>>>
>>> Hey guys,
>>>
>>> thanks a lot for your tips. The regression is finally running. As you
>>> said, I had to integrate the column "year" in the function "time" in R.
>>>
>>> So I used the following formula: *plm(log(revenue) ~ log(supply) +
>>> factor(town)*time(year), data=R_Test_log_Neu)*
>> Um, that might not do what I think you think it does. time() gives you the
>> "vector of times at which a time series was sampled". If you feed it any
>> regular vector, it just gives the numbers 1:n, witness
>>
>>> time(rnorm(20))
>> [1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
>> attr(,"tsp")
>> [1] 1 20 1
>>
>> I suspect you just want "year" in the formula.
>>
>>> So I have now sucessfully added a linear trend to my regression model?
>>> Another question that concernes me is how to add a quadratic trend
>>> instead of a linear trend. Can I just square the column "year"?
>> In principle, yes, but as others have pointed out, centering the variable
>> may be a good idea, for numerical stability.
>>
>> -pd
>>
>>> Enjoy your weekend,
>>>
>>> Toby
>>>
>>> _My results see below:_
>>>
>>> Balanced Panel: n=11, T=12, N=132
>>>
>>> Residuals :
>>> Min. 1st Qu. Median 3rd Qu. Max.
>>> -0.09610 -0.02370 -0.00152 0.01980 0.14000
>>>
>>> Coefficients :
>>> Estimate Std. Error t-value Pr(>|t|)
>>> log(supply) -0.0080702 0.0133675 -0.6037 0.547411
>>> factor(town)2:time(year) -0.0063245 0.0053744 -1.1768 0.242100
>>> factor(town)3:time(year) 0.0295522 0.0056776 5.2050 1.053e-06 ***
>>> factor(town)4:time(year) 0.0062191 0.0054152 1.1485 0.253549
>>> factor(town)5:time(year) 0.0159028 0.0054954 2.8939 0.004681 **
>>> factor(town)6:time(year) 0.0237112 0.0055395 4.2804 4.316e-05 ***
>>> factor(town)7:time(year) 0.0410007 0.0055734 7.3565 5.576e-11 ***
>>> factor(town)8:time(year) 0.0239085 0.0053751 4.4480 2.271e-05 ***
>>> factor(town)9:time(year) 0.0242342 0.0056855 4.2625 4.619e-05 ***
>>> factor(town)10:time(year) 0.0105890 0.0053302 1.9866 0.049733 *
>>> factor(town)11:time(year) 0.0095270 0.0056354 1.6906 0.094065 .
>>> ---
>>> Signif. codes: 0 �***� 0.001 �**� 0.01 �*� 0.05 �.� 0.1 � � 1
>>>
>>> Total Sum of Squares: 0.46388
>>> Residual Sum of Squares: 0.2001
>>> R-Squared: 0.56863
>>> Adj. R-Squared: 0.4292
>>> F-statistic: 11.8637 on 11 and 99 DF, p-value: 7.3065e-14
>>>
>>>
>>>
>>> Am 11.05.2017 um 23:17 schrieb David L Carlson:
>>>> What Rui said, but as important, you have four columns in your data called
>>>> "town", "year", "revenue", and "supply". You do not have a column called
>>>> "time".
>>>>
>>>> -------------------------------------
>>>> David L Carlson
>>>> Department of Anthropology
>>>> Texas A&M University
>>>> College Station, TX 77840-4352
>>>>
>>>> -----Original Message-----
>>>> From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Rui
>>>> Barradas
>>>> Sent: Thursday, May 11, 2017 3:36 PM
>>>> To: Tobias Christoph <s3toc...@uni-bayreuth.de>; Duncan Murdoch
>>>> <murdoch.dun...@gmail.com>; r-help@r-project.org
>>>> Subject: Re: [R] Error: invalid type (closure) for the variable 'time' -
>>>> object specific trend
>>>>
>>>> Hello,
>>>>
>>>> A closure is, like you say, a function.
>>>> At an R prompt try:
>>>>
>>>>> typeof(time)
>>>> [1] "closure"
>>>>
>>>> So like Duncan suggested rename 'time', for instance capitalize it
>>>> 'Time'. That should do it.
>>>>
>>>> Hope this helps,
>>>>
>>>> Rui Barradas
>>>>
>>>>
>>>>
>>>> Em 11-05-2017 21:20, Tobias Christoph escreveu:
>>>>> Hey Duncan,
>>>>>
>>>>> thank you very much for your quick reply.
>>>>>
>>>>> _My data used:_
>>>>>
>>>>> 1st column(town):1,1,1,1,1,1,1,1,1,1,1,1,2,2,2,...........,11
>>>>>
>>>>> 2nd column(year):1,2,3,4,5,6,7,8,9,10,11,12,1,2,3.......,12
>>>>>
>>>>> 3rd column (revenue):
>>>>>
>>>>> 4th colum (supply):
>>>>>
>>>>> I have now renamed my colums and did the regression again. Now there is
>>>>> a problem with R-squared, as it is the sum of 1 now with no given std.
>>>>> error and t-value. This is probably due to the fact, that I try to
>>>>> estimate more parameters than data.
>>>>>
>>>>> To add a linear trend I found the following formular:*lm(y ~ x1 +
>>>>> factor(ccode)*time, data=df)*
>>>>>
>>>>> I try to I decode it for and use it for my regression: *plm(log(revenue)
>>>>> ~ log(supply) + factor(town)*time, data=R_Test_log_Neu)*
>>>>>
>>>>> When I do this regression I will get the original error: "invalid type
>>>>> (closure) for the variable 'time' - object specific trend"
>>>>>
>>>>> With the notation"time" not my colum is meant, but probably the command
>>>>> "time" in R.
>>>>>
>>>>> Can you follow my thoughts?
>>>>>
>>>>> Tobi
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>>
>>>>> Am 11.05.2017 um 17:23 schrieb Duncan Murdoch:
>>>>>> Duncan Murdoch
>>>>> ______________________________________________
>>>>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>>> PLEASE do read the posting guide
>>>>> http://www.R-project.org/posting-guide.html
>>>>> and provide commented, minimal, self-contained, reproducible code.
>>>> ______________________________________________
>>>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide
>>>> http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>
>>>
>>> [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
David Winsemius
Alameda, CA, USA
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
