library(wooldridge)
library(plm)
## Warning: package 'plm' was built under R version 4.2.2
data("Crime")
head(Crime, 10)
## county year crmrte prbarr prbconv prbpris avgsen polpc density
## 1 1 81 0.0398849 0.289696 0.402062 0.472222 5.61 0.0017868 2.307159
## 2 1 82 0.0383449 0.338111 0.433005 0.506993 5.59 0.0017666 2.330254
## 3 1 83 0.0303048 0.330449 0.525703 0.479705 5.80 0.0018358 2.341801
## 4 1 84 0.0347259 0.362525 0.604706 0.520104 6.89 0.0018859 2.346420
## 5 1 85 0.0365730 0.325395 0.578723 0.497059 6.55 0.0019244 2.364896
## 6 1 86 0.0347524 0.326062 0.512324 0.439863 6.90 0.0018952 2.385681
## 7 1 87 0.0356036 0.298270 0.527596 0.436170 6.71 0.0018279 2.422633
## 8 3 81 0.0163921 0.202899 0.869048 0.465753 8.45 0.0005939 0.976834
## 9 3 82 0.0190651 0.162218 0.772152 0.377049 5.71 0.0007047 0.992278
## 10 3 83 0.0151492 0.181586 1.028170 0.438356 8.69 0.0006587 1.003861
## taxpc region smsa pctmin wcon wtuc wtrd wfir wser
## 1 25.69763 central no 20.21870 206.4803 333.6209 182.3330 272.4492 215.7335
## 2 24.87425 central no 20.21870 212.7542 369.2964 189.5414 300.8788 231.5767
## 3 26.45144 central no 20.21870 219.7802 1394.8030 196.6395 309.9696 240.1568
## 4 26.84235 central no 20.21870 223.4238 398.8604 200.5629 350.0863 252.4477
## 5 28.14034 central no 20.21870 243.7562 358.7830 206.8827 383.0707 261.0861
## 6 29.74098 central no 20.21870 257.9139 369.5465 218.5165 409.8842 269.6129
## 7 30.99368 central no 20.21870 281.4259 408.7245 221.2701 453.1722 274.1775
## 8 14.56088 central no 7.91632 188.7683 292.6422 151.4234 202.4292 191.3742
## 9 35.64073 central no 7.91632 186.9658 345.7217 156.8826 225.0409 208.8190
## 10 19.26188 central no 7.91632 193.5983 604.9115 157.1295 248.1390 219.0847
## wmfg wfed wsta wloc mix pctymle lcrmrte lprbarr
## 1 229.12 409.37 236.24 231.47 0.0999179 0.0876968 -3.221757 -1.238923
## 2 240.33 419.70 253.88 236.79 0.1030491 0.0863767 -3.261134 -1.084381
## 3 269.70 438.85 250.36 248.58 0.0806787 0.0850909 -3.496449 -1.107303
## 4 281.74 459.17 261.93 264.38 0.0785035 0.0838333 -3.360270 -1.014662
## 5 298.88 490.43 281.44 288.58 0.0932486 0.0823065 -3.308445 -1.122715
## 6 322.65 478.67 286.91 306.70 0.0973228 0.0800806 -3.359507 -1.120668
## 7 334.54 477.58 292.09 311.91 0.0801688 0.0778710 -3.335309 -1.209756
## 8 210.75 381.72 247.38 213.17 0.0561224 0.0870046 -4.110956 -1.595047
## 9 217.77 386.42 374.07 219.18 0.0473118 0.0864722 -3.959896 -1.818814
## 10 236.64 382.65 268.90 223.06 0.0596206 0.0859426 -4.189807 -1.706026
## lprbconv lprbpris lavgsen lpolpc ldensity lwcon lwtuc
## 1 -0.9111490 -0.7503061 1.724551 -6.327340 0.8360171 5.330205 5.810005
## 2 -0.8370060 -0.6792581 1.720979 -6.338704 0.8459773 5.360137 5.911600
## 3 -0.6430188 -0.7345839 1.757858 -6.300291 0.8509204 5.392628 7.240509
## 4 -0.5030129 -0.6537265 1.930071 -6.273361 0.8528909 5.409070 5.988612
## 5 -0.5469313 -0.6990466 1.879465 -6.253162 0.8607340 5.496169 5.882718
## 6 -0.6687981 -0.8212920 1.931521 -6.268420 0.8694848 5.552626 5.912277
## 7 -0.6394244 -0.8297232 1.903599 -6.304609 0.8848549 5.639869 6.013041
## 8 -0.1403569 -0.7640998 2.134166 -7.428766 -0.0234386 5.240520 5.678950
## 9 -0.2585739 -0.9753801 1.742219 -7.257781 -0.0077520 5.230926 5.845634
## 10 0.0277805 -0.8247239 2.162173 -7.325303 0.0038535 5.265786 6.405082
## lwtrd lwfir lwser lwmfg lwfed lwsta lwloc lpctymle
## 1 5.205835 5.607452 5.374044 5.434246 6.014619 5.464848 5.444450 -2.433870
## 2 5.244607 5.706707 5.444911 5.482013 6.039540 5.536862 5.467174 -2.449038
## 3 5.281372 5.736475 5.481292 5.597310 6.084157 5.522900 5.515765 -2.464036
## 4 5.301128 5.858180 5.531204 5.640985 6.129421 5.568077 5.577387 -2.478925
## 5 5.332152 5.948220 5.564850 5.700042 6.195282 5.639919 5.664972 -2.497306
## 6 5.386862 6.015875 5.596987 5.776568 6.171011 5.659169 5.725870 -2.524721
## 7 5.399384 6.116272 5.613776 5.812757 6.168732 5.677062 5.742715 -2.552702
## 8 5.020080 5.310390 5.254230 5.350673 5.944687 5.510926 5.362090 -2.441794
## 9 5.055498 5.416282 5.341468 5.383440 5.956925 5.924443 5.389893 -2.447933
## 10 5.057070 5.513989 5.389459 5.466540 5.947121 5.594339 5.407441 -2.454076
## lpctmin ltaxpc lmix
## 1 3.006608 3.246399 -2.303407
## 2 3.006608 3.213833 -2.272549
## 3 3.006608 3.275311 -2.517281
## 4 3.006608 3.289981 -2.544612
## 5 3.006608 3.337204 -2.372487
## 6 3.006608 3.392526 -2.329722
## 7 3.006608 3.433783 -2.523621
## 8 2.068926 2.678338 -2.880219
## 9 2.068926 3.573489 -3.050995
## 10 2.068926 2.958128 -2.819754
tail(Crime,10 )
## county year crmrte prbarr prbconv prbpris avgsen polpc density
## 621 195 85 0.0236432 0.246970 1.564420 0.478431 12.49 0.0042988 1.7219250
## 622 195 86 0.0300950 0.208738 1.441860 0.475806 9.21 0.0043097 1.7272730
## 623 195 87 0.0313973 0.201397 1.670520 0.470588 13.02 0.0044592 1.7459890
## 624 197 81 0.0178621 0.158915 1.060980 0.356322 11.35 0.0008308 0.8571429
## 625 197 82 0.0180711 0.229167 0.545455 0.363636 6.64 0.0009241 0.8660714
## 626 197 83 0.0155747 0.226667 0.480392 0.428571 7.77 0.0010729 0.8690476
## 627 197 84 0.0136619 0.204188 1.410260 0.372727 10.11 0.0011087 0.8720238
## 628 197 85 0.0130857 0.180556 0.830769 0.333333 5.96 0.0010541 0.8750000
## 629 197 86 0.0128740 0.112676 2.250000 0.244444 7.68 0.0010879 0.8809524
## 630 197 87 0.0141928 0.207595 1.182930 0.360825 12.23 0.0011857 0.8898810
## taxpc region smsa pctmin wcon wtuc wtrd wfir wser
## 621 36.02775 other no 37.43110 279.4814 340.6775 216.4476 365.8724 278.1635
## 622 38.39109 other no 37.43110 297.3497 373.8318 224.5291 387.5402 292.7820
## 623 53.66693 other no 37.43110 315.1641 377.9356 246.0614 411.4330 296.8684
## 624 16.64038 west no 5.46081 183.1502 291.3753 151.3533 228.9377 156.9114
## 625 17.61957 west no 5.46081 194.2502 323.6862 151.1742 243.4275 171.5078
## 626 18.90585 west no 5.46081 207.1006 317.9891 154.3210 254.8656 196.4637
## 627 22.70475 west no 5.46081 230.2275 304.8781 170.5955 262.2378 192.6782
## 628 24.12361 west no 5.46081 253.0364 283.4008 171.6738 271.7391 207.2574
## 629 24.98198 west no 5.46081 280.5550 324.3744 180.0927 312.2946 215.2698
## 630 25.95258 west no 5.46081 314.1660 341.8803 182.8020 348.1432 212.8205
## wmfg wfed wsta wloc mix pctymle lcrmrte lprbarr
## 621 362.04 459.44 283.40 309.10 0.2716763 0.0831767 -3.744680 -1.398488
## 622 381.86 458.69 307.84 306.63 0.1890332 0.0813075 -3.503396 -1.566675
## 623 392.27 480.79 303.11 337.28 0.1561238 0.0794507 -3.461033 -1.602477
## 624 230.08 317.48 260.86 209.10 0.0617284 0.0806272 -4.025074 -1.839386
## 625 238.94 330.27 278.94 225.22 0.1115789 0.0798224 -4.013441 -1.473304
## 626 256.19 352.65 345.27 235.90 0.1138614 0.0790195 -4.162107 -1.484273
## 627 268.59 345.90 354.21 246.89 0.1169591 0.0782327 -4.293144 -1.588714
## 628 279.17 357.84 354.78 275.01 0.0810811 0.0772219 -4.336235 -1.711714
## 629 306.09 376.54 355.64 294.49 0.0757576 0.0757007 -4.352546 -2.183239
## 630 322.92 391.72 385.65 306.85 0.0675676 0.0741989 -4.255021 -1.572166
## lprbconv lprbpris lavgsen lpolpc ldensity lwcon lwtuc
## 621 0.4475151 -0.7372433 2.524928 -5.449429 0.5434429 5.632936 5.830936
## 622 0.3659339 -0.7427451 2.220290 -5.446882 0.5465437 5.694909 5.923806
## 623 0.5131349 -0.7537723 2.566487 -5.412779 0.5573214 5.753093 5.934724
## 624 0.0591930 -1.0319200 2.429218 -7.093133 -0.1541507 5.210307 5.674612
## 625 -0.6061350 -1.0116020 1.893112 -6.986701 -0.1437879 5.269147 5.779775
## 626 -0.7331528 -0.8472989 2.050270 -6.837371 -0.1403573 5.333205 5.762017
## 627 0.3437741 -0.9869090 2.313525 -6.804576 -0.1369385 5.439068 5.719912
## 628 -0.1854035 -1.0986130 1.785071 -6.855049 -0.1335314 5.533534 5.646862
## 629 0.8109302 -1.4087690 2.038620 -6.823469 -0.1267517 5.636770 5.781898
## 630 0.1679944 -1.0193620 2.503892 -6.737397 -0.1166676 5.749922 5.834461
## lwtrd lwfir lwser lwmfg lwfed lwsta lwloc lpctymle
## 621 5.377348 5.902285 5.628209 5.891755 6.130008 5.646859 5.733665 -2.486788
## 622 5.414005 5.959820 5.679429 5.945054 6.128375 5.729580 5.725642 -2.509517
## 623 5.505581 6.019646 5.693289 5.971951 6.175431 5.714096 5.820913 -2.532619
## 624 5.019617 5.433450 5.055681 5.438427 5.760415 5.563984 5.342813 -2.517919
## 625 5.018433 5.494819 5.144629 5.476213 5.799911 5.630997 5.417078 -2.527951
## 626 5.039035 5.540736 5.280478 5.545919 5.865476 5.844326 5.463408 -2.538060
## 627 5.139296 5.569252 5.261022 5.593186 5.846150 5.869890 5.508943 -2.548068
## 628 5.145596 5.604843 5.333961 5.631821 5.880086 5.871498 5.616807 -2.561072
## 629 5.193472 5.743947 5.371892 5.723879 5.931024 5.873919 5.685245 -2.580968
## 630 5.208404 5.852614 5.360449 5.777405 5.970547 5.954930 5.726359 -2.601006
## lpctmin ltaxpc lmix
## 621 3.622502 3.584289 -1.303144
## 622 3.622502 3.647825 -1.665833
## 623 3.622502 3.982797 -1.857106
## 624 1.697597 2.811832 -2.785011
## 625 1.697597 2.869010 -2.193023
## 626 1.697597 2.939471 -2.172773
## 627 1.697597 3.122574 -2.145931
## 628 1.697597 3.183191 -2.512306
## 629 1.697597 3.218155 -2.580217
## 630 1.697597 3.256271 -2.694627
mymodel <- pdata.frame(crime4, index = c("county", "year") )
summary(mymodel)
## county year crmrte prbarr prbconv
## 1 : 7 81:90 Min. :0.001812 Min. :0.05882 Min. : 0.06838
## 3 : 7 82:90 1st Qu.:0.018352 1st Qu.:0.21790 1st Qu.: 0.34769
## 5 : 7 83:90 Median :0.028441 Median :0.27824 Median : 0.47437
## 7 : 7 84:90 Mean :0.031588 Mean :0.30737 Mean : 0.68862
## 9 : 7 85:90 3rd Qu.:0.038406 3rd Qu.:0.35252 3rd Qu.: 0.63560
## 11 : 7 86:90 Max. :0.163835 Max. :2.75000 Max. :37.00000
## (Other):588 87:90
## prbpris avgsen polpc density
## Min. :0.1489 Min. : 4.220 Min. :0.0004585 Min. :0.1977
## 1st Qu.:0.3744 1st Qu.: 7.160 1st Qu.:0.0011913 1st Qu.:0.5329
## Median :0.4286 Median : 8.495 Median :0.0014506 Median :0.9526
## Mean :0.4255 Mean : 8.955 Mean :0.0019168 Mean :1.3861
## 3rd Qu.:0.4832 3rd Qu.:10.197 3rd Qu.:0.0018032 3rd Qu.:1.5078
## Max. :0.6786 Max. :25.830 Max. :0.0355781 Max. :8.8277
##
## taxpc west central urban
## Min. : 14.30 Min. :0.0000 Min. :0.0000 Min. :0.00000
## 1st Qu.: 23.43 1st Qu.:0.0000 1st Qu.:0.0000 1st Qu.:0.00000
## Median : 27.79 Median :0.0000 Median :0.0000 Median :0.00000
## Mean : 30.24 Mean :0.2333 Mean :0.3778 Mean :0.08889
## 3rd Qu.: 33.27 3rd Qu.:0.0000 3rd Qu.:1.0000 3rd Qu.:0.00000
## Max. :119.76 Max. :1.0000 Max. :1.0000 Max. :1.00000
##
## pctmin80 wcon wtuc wtrd
## Min. : 1.284 Min. : 65.62 Min. : 28.86 Min. : 16.87
## 1st Qu.:10.005 1st Qu.: 201.66 1st Qu.: 317.60 1st Qu.: 168.05
## Median :24.852 Median : 236.46 Median : 358.20 Median : 185.48
## Mean :25.713 Mean : 245.67 Mean : 406.10 Mean : 192.82
## 3rd Qu.:38.223 3rd Qu.: 269.69 3rd Qu.: 411.02 3rd Qu.: 204.82
## Max. :64.348 Max. :2324.60 Max. :3041.96 Max. :2242.75
##
## wfir wser wmfg wfed
## Min. : 3.516 Min. : 1.844 Min. :101.8 Min. :255.4
## 1st Qu.:235.705 1st Qu.: 191.319 1st Qu.:234.0 1st Qu.:361.5
## Median :264.423 Median : 216.475 Median :271.6 Median :404.0
## Mean :272.059 Mean : 224.671 Mean :285.2 Mean :403.9
## 3rd Qu.:302.440 3rd Qu.: 247.155 3rd Qu.:320.0 3rd Qu.:444.6
## Max. :509.466 Max. :2177.068 Max. :646.9 Max. :598.0
##
## wsta wloc mix pctymle
## Min. :173.0 Min. :163.6 Min. :0.002457 Min. :0.06216
## 1st Qu.:258.2 1st Qu.:226.8 1st Qu.:0.075324 1st Qu.:0.07859
## Median :289.4 Median :253.1 Median :0.102089 Median :0.08316
## Mean :296.9 Mean :258.0 Mean :0.139396 Mean :0.08897
## 3rd Qu.:331.5 3rd Qu.:289.3 3rd Qu.:0.149009 3rd Qu.:0.08919
## Max. :548.0 Max. :388.1 Max. :4.000000 Max. :0.27436
##
## d82 d83 d84 d85
## Min. :0.0000 Min. :0.0000 Min. :0.0000 Min. :0.0000
## 1st Qu.:0.0000 1st Qu.:0.0000 1st Qu.:0.0000 1st Qu.:0.0000
## Median :0.0000 Median :0.0000 Median :0.0000 Median :0.0000
## Mean :0.1429 Mean :0.1429 Mean :0.1429 Mean :0.1429
## 3rd Qu.:0.0000 3rd Qu.:0.0000 3rd Qu.:0.0000 3rd Qu.:0.0000
## Max. :1.0000 Max. :1.0000 Max. :1.0000 Max. :1.0000
##
## d86 d87 lcrmrte lprbarr
## Min. :0.0000 Min. :0.0000 Min. :-6.314 Min. :-2.833
## 1st Qu.:0.0000 1st Qu.:0.0000 1st Qu.:-3.998 1st Qu.:-1.524
## Median :0.0000 Median :0.0000 Median :-3.560 Median :-1.279
## Mean :0.1429 Mean :0.1429 Mean :-3.609 Mean :-1.274
## 3rd Qu.:0.0000 3rd Qu.:0.0000 3rd Qu.:-3.260 3rd Qu.:-1.043
## Max. :1.0000 Max. :1.0000 Max. :-1.809 Max. : 1.012
##
## lprbconv lprbpris lavgsen lpolpc
## Min. :-2.6827 Min. :-1.9042 Min. :1.440 Min. :-7.688
## 1st Qu.:-1.0564 1st Qu.:-0.9824 1st Qu.:1.969 1st Qu.:-6.733
## Median :-0.7458 Median :-0.8473 Median :2.139 Median :-6.536
## Mean :-0.6929 Mean :-0.8786 Mean :2.153 Mean :-6.491
## 3rd Qu.:-0.4532 3rd Qu.:-0.7273 3rd Qu.:2.322 3rd Qu.:-6.318
## Max. : 3.6109 Max. :-0.3878 Max. :3.252 Max. :-3.336
##
## ldensity ltaxpc lwcon lwtuc
## Min. :-1.62091 Min. :2.660 Min. :4.184 Min. :3.362
## 1st Qu.:-0.62934 1st Qu.:3.154 1st Qu.:5.307 1st Qu.:5.761
## Median :-0.04857 Median :3.325 Median :5.466 Median :5.881
## Mean :-0.01593 Mean :3.356 Mean :5.463 Mean :5.916
## 3rd Qu.: 0.41066 3rd Qu.:3.505 3rd Qu.:5.597 3rd Qu.:6.019
## Max. : 2.17789 Max. :4.786 Max. :7.751 Max. :8.020
##
## lwtrd lwfir lwser lwmfg
## Min. :2.826 Min. :1.257 Min. :0.6118 Min. :4.623
## 1st Qu.:5.124 1st Qu.:5.463 1st Qu.:5.2539 1st Qu.:5.455
## Median :5.223 Median :5.578 Median :5.3775 Median :5.604
## Mean :5.232 Mean :5.579 Mean :5.3646 Mean :5.615
## 3rd Qu.:5.322 3rd Qu.:5.712 3rd Qu.:5.5100 3rd Qu.:5.768
## Max. :7.715 Max. :6.233 Max. :7.6857 Max. :6.472
##
## lwfed lwsta lwloc lmix
## Min. :5.543 Min. :5.153 Min. :5.097 Min. :-6.009
## 1st Qu.:5.890 1st Qu.:5.554 1st Qu.:5.424 1st Qu.:-2.586
## Median :6.001 Median :5.668 Median :5.534 Median :-2.282
## Mean :5.989 Mean :5.678 Mean :5.540 Mean :-2.234
## 3rd Qu.:6.097 3rd Qu.:5.804 3rd Qu.:5.667 3rd Qu.:-1.904
## Max. :6.394 Max. :6.306 Max. :5.961 Max. : 1.386
##
## lpctymle lpctmin clcrmrte clprbarr
## Min. :-2.778 Min. :0.2497 Min. :-1.65011 Min. :-1.58045
## 1st Qu.:-2.543 1st Qu.:2.3030 1st Qu.:-0.09075 1st Qu.:-0.10829
## Median :-2.487 Median :3.2127 Median : 0.00244 Median :-0.01083
## Mean :-2.443 Mean :2.9134 Mean : 0.00200 Mean :-0.00202
## 3rd Qu.:-2.417 3rd Qu.:3.6434 3rd Qu.: 0.09144 3rd Qu.: 0.10956
## Max. :-1.293 Max. :4.1643 Max. : 1.22130 Max. : 1.23470
## NA's :90 NA's :90
## clprbcon clprbpri clavgsen clpolpc
## Min. :-3.04558 Min. :-1.23561 Min. :-1.27884 Min. :-3.13172
## 1st Qu.:-0.16320 1st Qu.:-0.14009 1st Qu.:-0.20212 1st Qu.:-0.02428
## Median : 0.01169 Median :-0.01864 Median :-0.01591 Median : 0.01332
## Mean :-0.00262 Mean :-0.00942 Mean :-0.01409 Mean : 0.01292
## 3rd Qu.: 0.18252 3rd Qu.: 0.11168 3rd Qu.: 0.17459 3rd Qu.: 0.05990
## Max. : 2.19564 Max. : 1.13105 Max. : 1.20779 Max. : 2.42342
## NA's :90 NA's :90 NA's :90 NA's :90
## cltaxpc clmix
## Min. :-0.70896 Min. :-2.90690
## 1st Qu.: 0.02723 1st Qu.:-0.16300
## Median : 0.07361 Median : 0.00147
## Mean : 0.07730 Mean :-0.00368
## 3rd Qu.: 0.12487 3rd Qu.: 0.18899
## Max. : 0.93222 Max. : 2.72867
## NA's :90 NA's :90
mymodel <- pdata.frame(crime4, index = c("county", "year") )
pdim(mymodel)
## Balanced Panel: n = 90, T = 7, N = 630
model1 <- plm(log(crmrte) ~ polpc, data = crime4, model = "within")
summary(model1)
## Oneway (individual) effect Within Model
##
## Call:
## plm(formula = log(crmrte) ~ polpc, data = crime4, model = "within")
##
## Balanced Panel: n = 90, T = 7, N = 630
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -0.784786 -0.086367 -0.005256 0.087046 0.646375
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## polpc 30.9904 4.0779 7.5995 1.326e-13 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Total Sum of Squares: 17.991
## Residual Sum of Squares: 16.25
## R-Squared: 0.096779
## Adj. R-Squared: -0.054038
## F-statistic: 57.7529 on 1 and 539 DF, p-value: 1.3256e-13
model1 <- lm(log(crmrte) ~ 0 + polpc, data = crime4)
summary(model1)
##
## Call:
## lm(formula = log(crmrte) ~ 0 + polpc, data = crime4)
##
## Residuals:
## Min 1Q Median 3Q Max
## -4.822 -3.148 -2.623 -2.156 19.421
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## polpc -624.50 35.85 -17.42 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 3.004 on 629 degrees of freedom
## Multiple R-squared: 0.3254, Adjusted R-squared: 0.3243
## F-statistic: 303.4 on 1 and 629 DF, p-value: < 2.2e-16