Dear Arne,
the inclusion of weights in the (mainly-GLS-related-) procedures in
'plm' is not obvious: at least, it is not to me. Maybe you might apply
the weights to the data before using them in estimation, which I have
done in the past, although it was then meant to reflect stratification,
not attrition: I admit my utter ignorance on this last particular
subject.
Unless you can resort to some pre-treatment of the data, you might be
better served with nlme/lme4. Should you need a quick translation of
syntax from 'plm' towards 'nlme', you van find it here, section 7:
http://www.jstatsoft.org/v27/i02
Best wishes,
Giovanni
-- Original message
Message: 145
Date: Thu, 10 Feb 2011 01:51:33 -0800 (PST)
From: Arne arne.war...@googlemail.com
To: r-help@r-project.org
Subject: [R] Longitudinal Weights in PLM package
Message-ID: 1297331493488-3298823.p...@n4.nabble.com
Content-Type: text/plain; charset=UTF-8
Hi all,
I a semi-beginner with R and I am working with the plm package to
examine a
longitudinal dataset. Each individual in this dataset has a longitudinal
weight for the probability that he or she remains in the sample.
Unfortunately, I have not found an argument to use weights in the plm
function? I tried ?weights=? like in standard lm or in nlme or lm4 but
it
does not work. I asked the maintainer but I have not received a reply
yet.
Therefore, I would like to ask you whether I can use plm with
longitudinal
weights or if I have to switch to other packages dealing with
longitudinal
data?
Thank you in advance!
Best regards,
Arne
--- End original message -
Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4,
34132 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}
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