[R] plm(): observations not used for modelling

Daniel Bab. baberg.daniel at googlemail.com
Tue Nov 6 16:55:56 CET 2012


Hello,

I have posted this problem before, but thought I try to explain it a bit
better.
I'm using the function plm to create a fixed effects model for panel data,
my method is therefor "within" my effect is "twoways".
My Data contains unbalanced Panels due to missing Values, but contains 309
observation for 11 variables (incl. response), with no missing Values. These
309 observations distribute over 25 individuals and 18 years.
The fuction plm only uses 286 of these observations (also if the model is
changed to first differences and the effect to individual) and omits 23
observations due to na.action, but in my dataset they do not contain NAs.
Is this due to the Transformation used in the plm function?

If it is of any help, these are the observations that are omitted (which
obviously don't contain NAs):

    TIME                                                       GEO
98  1993 Deutschland (einschließlich der ehemaligen DDR seit 1991)
99  1994 Deutschland (einschließlich der ehemaligen DDR seit 1991)
100 1995 Deutschland (einschließlich der ehemaligen DDR seit 1991)
101 1996 Deutschland (einschließlich der ehemaligen DDR seit 1991)
370 1999                                                Österreich
372 2001                                                Österreich
375 2004                                                Österreich
385 1995                                                     Polen
386 1996                                                     Polen
387 1997                                                     Polen
495 1991                                                  Schweden
439 1992                                                 Slowenien
440 1993                                                 Slowenien
441 1994                                                 Slowenien
442 1995                                                 Slowenien
443 1996                                                 Slowenien
172 1991                                                   Spanien
173 1992                                                   Spanien
174 1993                                                   Spanien
175 1994                                                   Spanien
176 1995                                                   Spanien
177 1996                                                   Spanien
178 1997                                                   Spanien
    Verkehrstote_Quote Autobahnlaenge_Quote PKW_Quote$Value LKW$Value
98                 123         0.0310283316             479  19.62343
99                 121         0.0312047562             489  25.99028
100                116         0.0313363746             496  27.16505
101                107         0.0314931965             501  27.78134
370                135         0.0194823002             502  39.96261
372                119         0.0196134540             521  41.26695
375                108         0.0199949923             505  40.89616
385                179         0.0007867343             195  33.66977
386                165         0.0008251115             209  35.50949
387                189         0.0008443002             221  36.80187
495                 87         0.0021512832             421  31.19678
439                247         0.0125413519             304  16.00871
440                247         0.0132326075             317  17.05044
441                254         0.0136769861             330  18.09584
442                209         0.0144669925             351  20.10579
443                195         0.0153063744             366  21.10271
172                227         0.0103736290             322 110.86938
173                200         0.0128525994             336  67.96822
174                163         0.0130329241             343  69.89171
175                143         0.0128743969             350  72.00581
176                146         0.0137958367             361  74.65096
177                139         0.0144557065             374  77.52797
178                142         0.0153573304             387  81.11232
    Motorraeder$Value Bevoelkerungsquote Quote_Jung Quote_Alt
98          19.561682          226.76063   12.31254  3.928754
99          23.297817          227.77846   11.82362  4.011330
100         27.802782          228.33996   11.40332  4.087582
101         30.189141          229.12098   11.19176  4.026278
370         32.947233           95.17546   11.98196  3.378319
372         36.778704           95.63432   11.90409  3.558421
375         38.808372           97.08449   12.20926  4.066773
385         24.079461          123.38487   15.48095  2.154967
386         22.688776          123.47698   15.82873  2.102519
387         21.791262          123.57274   16.09662  2.027340
495          5.238265           19.09182   13.55292  4.302106
439          5.502994           98.69708   14.60535  2.364486
440          5.516317           98.45870   14.58509  2.464340
441          4.523959           98.22782   14.64697  2.535880
442          4.523802           98.23123   14.74327  2.612043
443          4.019563           98.27018   14.93248  2.567195
172         30.199689           77.03350   16.89450  2.962978
173         32.074025           77.28903   16.86363  3.062267
174         32.684277           77.54355   16.80052  3.163572
175         32.817935           77.77117   16.69243  3.261328
176         33.068060           77.96193   16.53155  3.352908
177         33.171926           78.13598   16.31481  3.438006
178         33.548015           78.32325   16.02780  3.510471
    Quote_Erstzulassungen BIP$Value Alkohol.Wert
98             0.09782568     21100        13.50
99             0.08070474     22200        13.37
100            0.08202309     23600        13.35
101            0.08530314     23400        13.12
370            0.07834963     24900        13.40
372            0.07018843     26600        12.80
375            0.07575858     28700        12.50
385            0.05996661      2800         8.14
386            0.07789285      3200         8.08
387            0.08464139      3600         8.64
495            0.05298563     24200         6.28
439            0.05147030      4800        13.64
440            0.09212000      5400        14.31
441            0.07068413      6100        13.38
442            0.08677918      8100        13.36
443            0.07988964      8400        12.04
172            0.07290907     11400        13.23
173            0.07695772     11800        12.50
174            0.05522833     10800        12.03
175            0.06836836     10800        11.70
176            0.06125084     11600        11.38
177            0.06563393     12400        11.07
178            0.07133359     12800        11.95

TIME and GEO are the Index of my Paneldata, "Verkehrstoten_Quote" is the
dependent, all others the independent variables.
If anyone could help me understand, why these observations (or generally
any) are left out, I would be very glad.

Thank you for dealing with my Problem.
Regards,
Daniel



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