Dear Ieva,
plm(.., model="within") (which is the default for plm()) estimates a
within model on time-demeaned data, which is "equivalent" to using the
LSDV estimator. Therefore any time-constant dummy variable you add "by
hand" will be discarded because of perfect collinearity.
What kind of dummies are you trying to include? If they are
time-constant they will be incompatible with the within (FE) estimator,
but not with other uses of plm() like random effects ('model="random"')
or pooling ('model="pooling"').
A reproducible example, as requested by the posting guide, would have
clarified things.
Best wishes,
Giovanni
Giovanni Millo, PhD
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4,
34132 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
--------- original message ---------------------
Message: 15
Date: Wed, 14 Mar 2012 13:46:03 +0200
From: Ieva Sriubait? <ieva.sriuba...@gmail.com>
To: r-help@R-project.org
Subject: [R] plm function
Message-ID:
<CAOCxseKEvj5uevHCNm-Or_E-yj=bacpb524tazq-9su+f+k...@mail.gmail.com>
Content-Type: text/plain
Dear Sir/ Madam,
I am writing about the panel data for my bachelor degree.
I would really appreciate if You could help dealing with R functions.
I am trying to estimate the panel data lm model with plm function. When
i
include 3dummy variables into the regression it dont appear in the
sumarry
of the model, but when i estimate a simple lm model it appears.
Why is it so? What should i do to estimate the statistics for those
dummy
variables?
Thank You.
Ieva
--------- end original message ---------------------
Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:12}}
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