pvar {plm} | R Documentation |
This function checks for each variable of a panel if it has an individual and a time variation.
pvar(x, ...) ## S3 method for class 'data.frame': pvar(x, indexes = NULL, ...)
x |
a data.frame , |
indexes |
see plm.data , |
... |
further arguments. |
pvar
is called by plm
, except if
pvar=FALSE
. It is used to omit time–invariant variables
from the estimation. It is therefore
useful for whithin models, but also for random effect models
estimated by the Swamy and Arora method (which uses the results of the
within model). It can be time consuming for ``big'' panels.
an object of class pvar
containing the following elements
:
id.var |
a logical vector with TRUE values if the
variable has individual variation, FALSE otherwise, |
time.var |
a logical vector with TRUE values if the
variable has time variation, FALSE otherwise, |
Yves Croissant
#There are 595 individuals data("Wages",package="Ecdat") pvar(Wages,595) # Gasoline contains two variables which are individual and time indexes # and are the first two variables data("Gasoline",package="Ecdat") pvar(Gasoline) # Hedonic is an unbalanced panel, townid is the individual index data("Hedonic",package="Ecdat") pvar(Hedonic,"townid")