Dear all
For one of my empirical research investigation, I tried to carry out step-wise
panel regression analysis by making adaptation in the use of plm package (since
stepAIC command does not work with plm). Say, I tried to regress an explained
variable (DEP) on 3 explanatory variables (EX1, EX2, EX3) using a panel data
set (dat). Of course, the required set of instructions would be:require(plm)reg
<- plm(DEP ~ EX1 + EX2 + EX3, data = dat, method = "within") ...
(A)But, what I wish to do (for the purpose of carrying out the analysis
iteratively) is as follows:dep <- "DEP"exp <- c("EX1", "EX2", "EX3")and then
use somehow these dep and exp to get a statement compatible with (A). I tried
the following
frm <- as.formula(paste(dep, "~", exp))reg <- plm(frm, data = dat, method =
"within)But it did not work properly. I could get the output only in respect of
DEP ~ EX1, whereas I need the same in respect of DEP ~ EX1 + EX2 + EX3.Kindly
help. Or, you may pl. suggest some alternative via media.RegardsAmarjit Singh
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