Then what is the difference between panel data and time series data? You said panel data is data on "same subject being tracked over time". But time series data also do the same. Please correct me if I am wrong.
----- Original Message ---- From: "Leeds, Mark (IED)" <[EMAIL PROTECTED]> To: Megh Dal <[EMAIL PROTECTED]> Sent: Wednesday, June 13, 2007 8:30:18 PM Subject: RE: [R] Panel data not as far as I know. Panel data is quite specific in that it's the same subject being tracked over time. A VAR doesn't take advantage of this and doesn't make that assumption and I don't think it's applicable to Your problem. I think there is a book by Hsaio on panel data and possibly another one by Arellano ( spelling ) but I'm not sure what's available in R for doing panel data estimation. I've never done it. Maybe do a search for "panel data" on the search engine and something may come up ? -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Megh Dal Sent: Tuesday, June 12, 2007 12:12 PM To: [email protected] Subject: [R] Panel data Dear all R users, I have a small doubt about panel data analysis. My basic understanding on Panel data is a type of data that is collected over time and subjects. Vector Autoregressive Model (VAR) model used on this type of data. Therefore can I say that, one of statistical tools used for analysis of panel data is VAR model? If you clarify my doubt I will be very grateful. Thanks and regards, Megh ________________________________________________________________________ ____________ Looking for earth-friendly autos? Browse Top Cars by "Green Rating" at Yahoo! Autos' Green Center. [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list 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. -------------------------------------------------------- This is not an offer (or solicitation of an offer) to buy/se...{{dropped}} ______________________________________________ [email protected] mailing list 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.
