Description Details Author(s) References Examples
Fit a least square dummy variable regression
Package: | lsdv |
Type: | Package |
Version: | 1.1 |
Date: | 2014-03-24 |
License: | Artistic-2.0 |
lsdv is general function for the estimation of least square dummy variable model.
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 | #Create some 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
ls<-Lsdv(t~p+int+np,mdata,n=6,t=3)
summary(ls)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.