[R] Keep consecutive year observations (remove gap's) in panel data (dataframes). Difficulties in using lag(). Package plm.

[Cecilia Carmo]

Hi everyone.

I have two questions. I’ve found some other questions and answers similar to
these but they didn’t solve my problem.

 

I’m working with a panel of firm/years observations (see my reproducible
example). I’m using the plm package.

My panel not only is unbalanced but also have some gap’s in years. 

 

#reproducible example

data1<-data.frame(year=c(2001,2002,2003,2004,2005,2001,2002,2004,2005,2001,2
002,2003,2005),

firm=c(1,1,1,1,1,2,2,2,2,3,3,3,3),x=c(11,22,32,25,26,47,85,98,101,14,87,56,1
4))

data1

#load package plm and format data

data2<-plm.data(data1,index=c("firm","year"))

 

First I want to keep for each firm the longest serie of consecutive years.

 

So I want a dataframe like this (keeping years 2001 and 2002 in firm 2)

 

   year firm  x

1  2001    1 11

2  2002    1 22

3  2003    1 32

4  2004    1 25

5  2005    1 26

6  2001    2 47

7  2002    2 85

8  2001    3 14

9  2002    3 87

10 2003    3 56

 

Or like this (keeping years 2004 and 2005 in firm 2)

   year firm   x

1  2001    1  11

2  2002    1  22

3  2003    1  32

4  2004    1  25

5  2005    1  26

6  2004    2  98

7  2005    2 101

8  2001    3  14

9  2002    3  87

10 2003    3  56

 

Second, I need to create a new variable that is the lagged value of x. I've
done 

newdata1<-transform(data1,y=lag(x,1))

But it doesn't work.

 

I also need to create a new variable that is the opposite of lag(). I've
done

newdata2<-transform(data1,z=lag(x,-1))

But, of course, it doesn't work neither.

 

Thank you for all your help.

 

Cecília Carmo 

(Universidade de Aveiro – Portugal)


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