you said : "the observation times were the same for all subjects " can you give me any example where the observation time is different in VAR analysis?
regards, ----- Original Message ---- From: Prof Brian Ripley <[EMAIL PROTECTED]> To: Megh Dal <[EMAIL PROTECTED]> Cc: "Leeds, Mark (IED)" <[EMAIL PROTECTED]>; r-help@stat.math.ethz.ch Sent: Thursday, June 14, 2007 12:12:48 PM Subject: Re: [R] Panel data On Wed, 13 Jun 2007, Megh Dal wrote: > Then what is the difference between panel data and time series data? You > said panel data is data on "same subject being tracked over time". But > time series data also do the same. Please correct me if I am wrong. Panel data is about several subjects being tracked over time, so gives a series of related time series. It also known as 'longitudinal data' or 'repeated measures' (perhaps with slightly different emphases). If the observation times were the same for all subjects a vector AR (presumably the one of several senses of 'VAR' being used) could be used, but conventional analyses are via mixed/GEE models (and in simple cases these reduce to a nested anova). There are examples in MASS and in Diggle, Hegarty, Liang and Zeger (cited there). > ----- Original Message ---- > From: "Leeds, Mark (IED)" <[EMAIL PROTECTED]> > To: Megh Dal <[EMAIL PROTECTED]> > Sent: Wednesday, June 13, 2007 8:30:18 PM > Subject: RE: [R] Panel data > > > not as far as I know. Panel data is quite specific in that it's the > same subject being tracked over time. > A VAR doesn't take advantage of this and doesn't make that assumption > and I don't think it's applicable to > Your problem. I think there is a book by > Hsaio on panel data and possibly another one by Arellano ( spelling ) > but I'm not sure what's available in R for doing panel > data estimation. I've never done it. Maybe do a search for "panel data" > on the search engine and something may come up ? > > > > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Megh Dal > Sent: Tuesday, June 12, 2007 12:12 PM > To: r-help@stat.math.ethz.ch > Subject: [R] Panel data > > Dear all R users, > > I have a small doubt about panel data analysis. My basic understanding > on Panel data is a type of data that is collected over time and > subjects. Vector Autoregressive Model (VAR) model used on this type of > data. Therefore can I say that, one of statistical tools used for > analysis of panel data is VAR model? If you clarify my doubt I will be > very grateful. > > Thanks and regards, > Megh > > > > > > ________________________________________________________________________ > ____________ > Looking for earth-friendly autos? > Browse Top Cars by "Green Rating" at Yahoo! Autos' Green Center. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -------------------------------------------------------- > > This is not an offer (or solicitation of an offer) to buy/se...{{dropped}} > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ____________________________________________________________________________________ [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
