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Questions tagged [plm]

R package primarily concerned with panel data. Package contains a set of estimators and tests for panel data.

510 questions
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Is there a predict function for plm in R?

I have a small N large T panel which I am estimating via plm::plm (panel linear regression model), with fixed effects. Is there any way to get predicted values for a new dataset? (I want to estimate parameters on a subset of my sample, and then use…
Ram Ahluwalia
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Heteroscedasticity robust standard errors with the PLM package

I am trying to learn R after using Stata and I must say that I love it. But now I am having some trouble. I am about to do some multiple regressions with Panel Data so I am using the plm package. Now I want to have the same results with plm in R as…
Marcus R
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plm: using fixef() to manually calculate fitted values for a fixed effects twoways model

Please note: I am trying to get the code to work with both time & individual fixed effects, and an unbalanced dataset. The sample code below works with a balanced dataset. See edit below too, please I am trying to manually calculate the fitted…
Peter
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Double clustered standard errors for panel data

I have a panel data set in R (time and cross section) and would like to compute standard errors that are clustered by two dimensions, because my residuals are correlated both ways. Googling around I found…
Alex
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plm or lme4 for Random and Fixed Effects model on Panel Data

Can I specify a Random and a Fixed Effects model on Panel Data using lme4? I am redoing Example 14.4 from Wooldridge (2013, p. 494-5) in r. Thanks to this site and this blog post I've manged to do it in the plm package, but I'm curious if I can do…
Eric Fail
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Test for Multicollinearity in Panel Data R

I am running a panel data regression using the plm package in R and want to control for multicollinearity between the explanatory variables. I know there is the vif() function in the car-package, however as far as I know, it cannot deal with panel…
David
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Clustered standard errors different in plm vs lfe

When I run a cluster standard error panel specification with plm and lfe I get results that differ at the second significant figure. Does anyone know why they differ in their calculation of the…
kennyB
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first-difference linear panel model variance in R and Stata

I would like for a colleague to replicate a first-difference linear panel data model that I am estimating with Stata with the plm package in R (or some other package). In Stata, xtreg does not have a first difference option, so instead I run: reg…
dimitriy
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How to deal with NA in a panel data regression?

I am trying to predict fitted values over data containing NAs, and based on a model generated by plm. Here's some sample code: require(plm) test.data <- data.frame(id=c(1,1,2,2,3), time=c(1,2,1,2,1), y=c(1,3,5,10,8), x=c(1, NA, 3,4,5)) model <-…
Rodrigo
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R - Plm and lm - Fixed effects

I have a balanced panel data set, df, that essentially consists in three variables, A, B and Y, that vary over time for a bunch of uniquely identified regions. I would like to run a regression that includes both regional (region in the equation…
Jasper
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Weights with plm package

My data frame looks like something as follows: unique.groups<- letters[1:5] unique_timez<- 1:20 groups<- rep(unique.groups, each=20) my.times<-rep(unique_timez, 5) play.data<- data.frame(groups, my.times, y= rnorm(100), x=rnorm(100), POP= 1:100) I…
Zslice
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Error with panel data (plm) Error in crossprod(t(X), beta)

I have a df (a pdata.frame object): head(df) : Company Year Kapitalinkomster Bank.o.kassa Obligationer Lån Aktier Placeringar.andra.ftg Fodringar Reala.tillgångar 5-1948 5 1948 4.009780 0.8677505 40.12268…
user1665355
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Clustered standard errors in R using plm (with fixed effects)

I'm trying to run a regression in R's plm package with fixed effects and model = 'within', while having clustered standard errors. Using the Cigar dataset from plm, I'm running: require(plm) require(lmtest) data(Cigar) model <- plm(price ~ sales +…
user5450835
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Fixed Effects Regression with Interaction Term Causes Error

I am trying to estimate a panel dataset with an interaction term for geographical areas (LoadArea, DischargeArea) which signifies a route. Using the fixed effects specification, it does not like the interaction term (LoadArea * DischargeArea) and…
Sassafras
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R: plm -- year fixed effects -- year and quarter data

I am having a problem setting up a panel data model. Here is some sample data: library(plm) id <- c(1,1,1,1,1,1,1,1,2,2,2,2,2,2,2,2) year <- c(1999,1999,1999,1999,2000,2000,2000,2000,1999,1999,1999,1999,2000,2000,2000,2000) qtr <-…
Brad
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