Description Details Author(s) References Examples
Fit the instrumental panel data models: the fixed effect model, between model and the random effect model.
Package: | ivpanel |
Type: | Package |
Version: | 1.0 |
Date: | 2015-02-08 |
License: | GPL-3 |
In this package, we apply the instrumental variables two stage estimation to the fixed effects, random effects and between models.
Zaghdoudi Taha
Zaghdoudi Taha <zedtaha@gmail.com>
Amemiyia T. (1971), The estimation of the variances in a variance–components model, International Economic Review, 12, pp.1–13.
Baltagi B.H. (1981), Simultaneous equations with error components, Journal of econometrics, 17, pp.21–49.
Baltagi B.H. (2001), Econometric Analysis of Panel Data. John Wiley and sons. ltd.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | # Create data
pib<-as.matrix(c(12,3,4,0.4,0.7,5,0.7,0.3,0.6,89,7,8,45,7,4,5,0.5,5),nrows=18,ncols=1)
tir<-as.matrix(c(12,0.3,4,0.4,7,12,3.0,6.0,45,7.0,0.8,44,65,23,4,6,76,9),nrows=18,ncols=1)
inf<-as.matrix(c(1.2,3.6,44,1.4,0.78,54,0.34,0.66,12,0.7,8.0,12,65,43,5,76,65,8),nrows=18,ncols=1)
npl<-as.matrix(c(0.2,3.8,14,2.4,1.7,43,0.2,0.5,23,7.8,88,36,65,3,44,65,7,34),nrows=18,ncols=1)
#create a data frame
mdata<-data.frame(p=pib,t=tir,int=inf,np=npl)
#fit the fixed function
fx<-ivpan(t~p+int|p+np,mdata,n=6,t=3,model="fe")
summary(fx)
#fit the between function
be<-ivpan(t~p+int|p+np,mdata,n=6,t=3,model="be")
summary(be)
# fit the random function
ran<-ivpan(t~p+int|p+np,mdata,n=6,t=3,model="re")
summary(ran)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.