You might get better or quicker answers if you ask package-specific
questions
to the maintainer of the package
> maintainer("plm")
[1] "Yves Croissant <yves.croiss...@univ-reunion.fr>"
or to the authors listed in
> packageDescription("plm")
Package: plm
Version: 1.4-0
Date: 2013-12-24
Title: Linear Models for Panel Data
Authors@R: c(person(given = "Yves", family = "Croissant", role = c("aut",
"cre"), email =
"yves.croiss...@univ-reunion.fr"), person(given = "Giovanni",
family = "Millo", role =
"aut", email = "giovanni_mi...@generali.com"), person(given =
"Arne", family =
"Henningsen", role = "ctb", email = "
arne.henning...@googlemail.com"), person(given =
"Ott", family = "Toomet", role = "ctb", email = "
otoo...@gmail.com"), person(given =
"Christian", family = "Kleiber", role = "ctb", email = "
christian.klei...@unibas.ch"),
person(given = "Achim", family = "Zeileis", role = "ctb",
email =
"achim.zeil...@r-project.org"))
Bill Dunlap
TIBCO Software
wdunlap tibco.com
On Sun, Nov 1, 2015 at 10:40 AM, Alex I <alexier...@hotmail.com> wrote:
> The title says it all, really. Fixed effects in the plm package still
> estimates coefficients for time invariant variables. Now, if this isn't
> normal, you might think this is a data entry issue, but I don't think it is
> a data entry issue. Hausman-Taylor in the plm package correctly
> distinguishes the time invariants from the time variants using the same
> data.
>
> So, is this normal? Am I supposed to omit them myself? Do I run the
> regression including them but excluding their results when I display it to
> my reader? See below for the code I am using.
>
>
> library(plm)
> mydata <- read.csv(file="FILE.csv",head=TRUE,sep=",")
>
>
> Y <- cbind(mydata$lnTRADE)
> X <- cbind(mydata$lnGDPi, mydata$lnGDPj, mydata$lnDIST, mydata$lnIPRi,
> mydata$lnIPRj, mydata$lnGDP.SIM, mydata$C.BORD, mydata$C.LANG, mydata$EUZ)
>
>
> # Fixed effects panel regression
> fixed <- plm(Y ~ X, data=pdata, model= "within")
> summary(fixed)
> pbgtest(fixed)
> coeftest(fixed, vcov = vcovHC(fixed, type = "HC0"))
>
>
> library(plm)
> mydata <- read.csv(file="FILE.csv",head=TRUE,sep=",")
>
> Y <- cbind(mydata$lnTRADE)
> X <- cbind(mydata$lnGDPi, mydata$lnGDPj, mydata$lnDIST, mydata$lnIPRi,
> mydata$lnIPRj, mydata$lnGDP.SIM, mydata$C.BORD, mydata$C.LANG, mydata$EUZ)
>
> # Fixed effects panel regression
> fixed <- plm(Y ~ X, data=pdata, model= "within")
> summary(fixed)
> pbgtest(fixed)
> coeftest(fixed, vcov = vcovHC(fixed, type = "HC0"))
> [[alternative HTML version deleted]]
>
> ______________________________________________
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> 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
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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