I am trying to learn R after using Stata and I must say that I love it. But now I am having some trouble. I am about to do some multiple regressions with Panel Data so I am using the plm package. ...

After reading this answer on error in contrasts and reviewing my data I am still stuck with a problem when trying to combine packages 'plm' and 'effects'. This might be impossible as John Fox does ...

I am running a panel data regression using the plm package in R and want to control for multicollinearity between the explanatory variables. I know there is the vif() function in the car-package, ...

I would like for a colleague to replicate a first-difference linear panel data model that I am estimating with Stata with the plm package in R (or some other package). In Stata, xtreg does not hav...

I am having a problem setting up a panel data model. Here is some sample data: library(plm) id <- c(1,1,1,1,1,1,1,1,2,2,2,2,2,2,2,2) year <- c(1999,1999,1999,1999,2000,2000,2000,2000,1999,...

I am trying to predict fitted values over data containing NAs, and based on a model generated by plm. Here's some sample code: require(plm) test.data <- data.frame(id=c(1,1,2,2,3), time=c(1,2,1...

I have a df (a pdata.frame object): head(df) : Company Year Kapitalinkomster Bank.o.kassa Obligationer Lån Aktier Placeringar.andra.ftg Fodringar Reala.tillgångar 5-1948 5 1948 4.009780 0.8677505...

I have been using "plm" package of R to do the analysis of panel data. One of the important test in this package for choosing between "fixed effect" or "random effect" model is called Hausman type....

I'm using R to run a Monte-Carlo simulation studying the performance of panel data estimators. Because I'll be running a large number of trials, I need to get at least decent performance from my co...

I have a large panel which I am estimating via plm with fixed effects. For example Test.fe <- plm( Y ~ x1+x2, data=test, model="within") I used summary(Test.fe) to print the estimating resu...