[R] Fixed effects estimators doesn't drop or omit

[John Kane]

Hi Alex,
 Welcome to the R-help list. 

This is of no help with your question but a general suggestion. Including your code was great but it probably would help if you also included some sample data. 

The best way to supply data is to use dput(). See ?dput or have a look athttp://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example and/or http://adv-r.had.co.nz   for information on it and other suggestions for asking questions on R-help.

dput() provides a 'perfect' copy of your data and ensures that R-help readers see the data exactly as you do on your computer.

John Kane
Kingston ON Canada


> -----Original Message-----
> From: alexierino at hotmail.com
> Sent: Sun, 1 Nov 2015 18:40:36 +0000
> To: r-help at r-project.org
> Subject: [R] Fixed effects estimators doesn't drop or omit
> 
> The title says it all, really. Fixed effects in the plm package still
> estimates coefficients for time invariant variables. Now, if this isn't
> normal, you might think this is a data entry issue, but I don't think it
> is a data entry issue. Hausman-Taylor in the plm package correctly
> distinguishes the time invariants from the time variants using the same
> data.
> 
> So, is this normal? Am I supposed to omit them myself? Do I run the
> regression including them but excluding their results when I display it
> to my reader? See below for the code I am using.
> 
> 
> library(plm)
> mydata <- read.csv(file="FILE.csv",head=TRUE,sep=",")
> 
> 
> Y <- cbind(mydata$lnTRADE)
> X <- cbind(mydata$lnGDPi, mydata$lnGDPj, mydata$lnDIST, mydata$lnIPRi,
> mydata$lnIPRj, mydata$lnGDP.SIM, mydata$C.BORD, mydata$C.LANG,
> mydata$EUZ)
> 
> 
> # Fixed effects panel regression
> fixed <- plm(Y ~ X, data=pdata, model= "within")
> summary(fixed)
> pbgtest(fixed)
> coeftest(fixed, vcov = vcovHC(fixed, type = "HC0"))
> 
> 
> library(plm)
> mydata <- read.csv(file="FILE.csv",head=TRUE,sep=",")
> 
> Y <- cbind(mydata$lnTRADE)
> X <- cbind(mydata$lnGDPi, mydata$lnGDPj, mydata$lnDIST, mydata$lnIPRi,
> mydata$lnIPRj, mydata$lnGDP.SIM, mydata$C.BORD, mydata$C.LANG,
> mydata$EUZ)
> 
> # Fixed effects panel regression
> fixed <- plm(Y ~ X, data=pdata, model= "within")
> summary(fixed)
> pbgtest(fixed)
> coeftest(fixed, vcov = vcovHC(fixed, type = "HC0"))
> 	[[alternative HTML version deleted]]

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