Ileri Panel Veri Yöntemleri
Sabit Etkiler Tahminilibrary(wooldridge)
library(rmarkdown)
library(plm)
data("fish")
head(fish)## prca prcw qtya qtyw mon tues wed thurs speed2 wave2 speed3 wave3
## 1 0.6222222 0.7666667 1875 2205 1 0 0 0 15 7.5 20 9.0
## 2 0.9722222 1.1750000 2900 566 0 0 1 0 10 5.0 20 7.5
## 3 1.2333330 1.4750000 770 1525 0 0 0 1 10 6.0 20 4.0
## 4 1.9285710 1.6250000 927 943 0 0 0 0 15 6.0 20 5.0
## 5 0.8031250 0.8642857 4220 2665 1 0 0 0 10 3.5 20 3.5
## 6 0.8818182 0.9142857 4230 1375 0 1 0 0 15 4.5 15 3.5
## avgprc totqty lavgprc ltotqty t lavgp_1 gavgprc gavgp_1
## 1 0.7002860 4080 -0.356266499 8.313852 1 NA NA NA
## 2 1.0053359 3466 0.005321742 8.150757 2 -0.356266499 0.36158824 NA
## 3 1.3939178 2295 0.332118332 7.738488 3 0.005321742 0.32679659 0.3615882
## 4 1.7754868 1870 0.574074626 7.533694 4 0.332118332 0.24195629 0.3267966
## 5 0.8267987 6885 -0.190194055 8.837100 5 0.574074626 -0.76426870 0.2419563
## 6 0.8897830 5605 -0.116777636 8.631414 6 -0.190194055 0.07341642 -0.7642687head(fish) komtu ile 6 gözlemi tablo şeklinde gösterdik.
tail(fish)## prca prcw qtya qtyw mon tues wed thurs speed2 wave2 speed3 wave3
## 92 0.3088235 0.3375000 5700 900 0 0 0 0 10 3.5 15 3.0
## 93 0.3208333 0.6437500 2290 1160 1 0 0 0 15 4.5 15 3.5
## 94 0.8750000 0.9333333 540 690 0 1 0 0 12 4.5 25 4.0
## 95 1.2357140 1.2500000 1000 250 0 0 1 0 12 5.0 25 4.5
## 96 1.2500000 1.2500000 2500 1480 0 0 0 1 15 6.0 18 4.5
## 97 1.7300000 1.7083330 3040 740 0 0 0 0 15 9.0 20 5.0
## avgprc totqty lavgprc ltotqty t lavgp_1 gavgprc gavgp_1
## 92 0.3127339 6600 -1.16240251 8.794825 92 -0.89633626 -0.26606625 -0.10170186
## 93 0.4294082 3450 -0.84534729 8.146130 93 -1.16240251 0.31705523 -0.26606625
## 94 0.9077235 1230 -0.09681541 7.114769 94 -0.84534729 0.74853188 0.31705523
## 95 1.2385712 1250 0.21395843 7.130899 95 -0.09681541 0.31077385 0.74853188
## 96 1.2500000 3980 0.22314355 8.289037 96 0.21395843 0.00918512 0.31077385
## 97 1.7257583 3780 0.54566658 8.237479 97 0.22314355 0.32252303 0.00918512tail(fish) komutu ile de son 6 gözlemi gösterdik.
head(fish,10)## prca prcw qtya qtyw mon tues wed thurs speed2 wave2 speed3 wave3
## 1 0.6222222 0.7666667 1875 2205 1 0 0 0 15 7.5 20 9.0
## 2 0.9722222 1.1750000 2900 566 0 0 1 0 10 5.0 20 7.5
## 3 1.2333330 1.4750000 770 1525 0 0 0 1 10 6.0 20 4.0
## 4 1.9285710 1.6250000 927 943 0 0 0 0 15 6.0 20 5.0
## 5 0.8031250 0.8642857 4220 2665 1 0 0 0 10 3.5 20 3.5
## 6 0.8818182 0.9142857 4230 1375 0 1 0 0 15 4.5 15 3.5
## 7 0.7687500 0.8300000 3079 1880 0 0 1 0 10 4.5 20 3.5
## 8 0.8300000 1.0000000 945 1240 0 0 0 1 10 4.0 20 4.5
## 9 0.6892857 0.7615384 7925 1395 0 0 0 0 10 4.0 15 4.5
## 10 1.4740740 1.5388891 4895 1898 1 0 0 0 20 12.5 20 3.5
## avgprc totqty lavgprc ltotqty t lavgp_1 gavgprc
## 1 0.7002860 4080 -0.356266499 8.313852 1 NA NA
## 2 1.0053359 3466 0.005321742 8.150757 2 -0.356266499 0.36158824
## 3 1.3939178 2295 0.332118332 7.738488 3 0.005321742 0.32679659
## 4 1.7754868 1870 0.574074626 7.533694 4 0.332118332 0.24195629
## 5 0.8267987 6885 -0.190194055 8.837100 5 0.574074626 -0.76426870
## 6 0.8897830 5605 -0.116777636 8.631414 6 -0.190194055 0.07341642
## 7 0.7919704 4959 -0.233231217 8.508960 7 -0.116777636 -0.11645358
## 8 0.9264759 2185 -0.076367199 7.689371 8 -0.233231217 0.15686402
## 9 0.7001004 9320 -0.356531590 9.139918 9 -0.076367199 -0.28016439
## 10 1.4921837 6793 0.400240600 8.823647 10 -0.356531590 0.75677216
## gavgp_1
## 1 NA
## 2 NA
## 3 0.36158824
## 4 0.32679659
## 5 0.24195629
## 6 -0.76426870
## 7 0.07341642
## 8 -0.11645358
## 9 0.15686402
## 10 -0.28016439head(fish,10)komutu ile de fish datasının ilk 10 gözlemine ulaştık.
Şimdi veri setimiz Panel Veri Setine çevirmeye çalışalım.
library(plm)
fishpd <- pdata.frame(fish,index = c("qtya","t"))
pdim(fishpd)## Unbalanced Panel: n = 92, T = 1-2, N = 97“plm” Regresyon ve Özeti
withinmodel<-plm(prca~prcw+qtya+factor(mon),data=fishpd,model = "within")
summary(withinmodel)## Oneway (individual) effect Within Model
##
## Call:
## plm(formula = prca ~ prcw + qtya + factor(mon), data = fishpd,
## model = "within")
##
## Unbalanced Panel: n = 92, T = 1-2, N = 97
##
## Residuals:
## 110-20 190-81 200-75 330-36 335-64 360-70
## 5.1174e-17 -7.3726e-18 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 410-50 450-21 540-19 540-94 550-47 585-32
## 0.0000e+00 0.0000e+00 -5.1797e-02 5.1797e-02 0.0000e+00 0.0000e+00
## 630-61 660-69 770-3 927-4 930-80 945-8
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 1000-95 1010-31 1020-44 1040-49 1120-58 1140-48
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 1145-27 1220-45 1245-18 1260-89 1275-11 1400-77
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 1420-65 1430-41 1460-63 1482-74 1500-62 1530-66
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 1.0391e-02
## 1530-68 1560-59 1570-46 1580-42 1620-85 1620-88
## -1.0391e-02 0.0000e+00 0.0000e+00 0.0000e+00 2.2109e-18 -2.2109e-18
## 1670-22 1680-26 1690-29 1730-17 1834-12 1875-1
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 1885-34 1940-25 2090-35 2120-28 2290-93 2300-33
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 2320-56 2500-96 2800-54 2900-2 2960-79 3040-37
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 -4.3405e-02
## 3040-97 3075-57 3079-7 3120-14 3250-16 3270-72
## 4.3405e-02 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 3330-86 3380-60 3420-90 3440-52 3440-71 3480-78
## 0.0000e+00 0.0000e+00 0.0000e+00 2.8999e-02 -2.8999e-02 0.0000e+00
## 3620-53 3785-24 4165-15 4190-38 4195-43 4220-5
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 4230-6 4295-13 4320-51 4440-67 4600-84 4750-83
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 4805-30 4820-82 4890-91 4895-10 5010-23 5700-92
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 5940-55 6190-73 6435-40 6660-76 7420-39 7925-9
## 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
## 9120-87
## 0.0000e+00
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## prcw 1.247545 0.185292 6.7329 0.00669 **
## factor(mon)1 0.096026 0.099883 0.9614 0.40728
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 0.20866
## Residual Sum of Squares: 0.011032
## R-Squared: 0.94713
## Adj. R-Squared: -0.69178
## F-statistic: 26.8725 on 2 and 3 DF, p-value: 0.012156pvar(fishpd)## no time variation: qtya
## no individual variation: prca prcw qtya qtyw mon tues wed thurs speed2 wave2 speed3 wave3 avgprc totqty lavgprc ltotqty t lavgp_1 gavgprc gavgp_1