create_context_variables_for_panel: Adding (panel) context variables for all given...

In christianolms/ContextVariableCreation: Create context variables of a data.frames to enable the analysis of panel data with ordinary least square regression

Description

Adding (panel) context variables for all given time_dep_variables, to consider panel effects for objects determined by group_variable. For each name (characters) in time_dep_variables, the context variable according to group_variable is attached to the result data.table. The result data.table either contains every column of df. A context variable for a column in df (for example income) contains the object specific mean of all repeated measurements (of income). The objects determined by the group_variable (e.g. employeeID determines a single employee). If time_dep_variables is not set (its length is equals 0), time_dep_variables is computed by taking all columns of df and excluding depend_variable and time_indep_variables

Usage

create_context_variables_for_panel(df, group_variable, depend_variable = c(),
  time_indep_variables = c(), time_dep_variables = c())

Arguments

df	a data.frame
group_variable	the variable that determines the objects (or people) under consideration. This will something like personID, customerID. Type: character Further, either time_dep_variables or (depend_variable AND time_indep_variables) MUST be provided.
depend_variable	the name of the dependent (in terms of linear regression) variable. If time_dep_variables is set, this parameter is ignored.
time_indep_variables	Variables that are constant (at least approx.) over all repeated measurements according to the objects determined by group_variable. If time_dep_variables is set, this parameter is ignored.
time_dep_variables	a character vector containing the (column) names for all time dependent columns in df.

Value

data.table containing all columns of df and one context variable for every column in time_dep_variables (see the parameter description how the content of time_dep_variables is determined).

christianolms/ContextVariableCreation documentation built on May 13, 2019, 6:57 p.m.