Demand {SASmixed} | R Documentation |
The Demand
data frame has 77 rows and 8 columns of data on
per-capita demand deposits by state and year.
This data frame contains the following columns:
WA
< FL
< CA
< TX
< IL
< DC
< NY
1949
< ...{} < 1959
lme
.
Littel, R. C., Milliken, G. A., Stroup, W. W., and Wolfinger, R. D. (1996), SAS System for Mixed Models, SAS Institute (Data Set 1.2.4).
Feige, E. L. (1964), The Demand for Liquid Assets: A Temporal Cross-Sectional Analysis., Prentice Hall.
data(Demand) names( Demand ) formula( Demand ) # the "grp" factor is a dummy factor with only one level. unique( Demand$grp ) # Crossed random-effects factors have to be created by pdIdent # applied to the indicator variables and joined by pdBlocked. fm1Demand <- lme( log(d) ~ log(y) + log(rd) + log(rt) + log(rs), data = Demand, random = list(grp = pdBlocked(list(pdIdent(~ State - 1), pdIdent(~ Year - 1))))) summary( fm1Demand ) # compare to output 3.13, p. 132 VarCorr( fm1Demand )