Sabit etkileri (fixed effect veya first differencing) ve ya within estimator Sabit etkiler regresyon modelinin kesişiminin bireyler veya gruplar arasında serbestçe değişmesine izin verilen istatistiksel bir regresyon modelidir. Zaman içinde değişmeyen bireye özgü nitelikleri kontrol etmek için genellikle panel verilere uygulanır
panal veri seti Panel verileri zaman içinde eşit aralıklarla bir araya getirilen ve kronolojik olarak sıralanan birden çok kişiden elde edilen niceliklerin bir koleksiyonudur Bireysel gruplara örnek olarak bireysel kişiler ülkeler ve şirketler verilebilir
panal deta veri aşağ
library(wooldridge)
library(stargazer)##
## Please cite as:## Hlavac, Marek (2022). stargazer: Well-Formatted Regression and Summary Statistics Tables.## R package version 5.2.3. https://CRAN.R-project.org/package=stargazerlibrary(rmarkdown)
require(plm)## Loading required package: plmdata("Crime")
paged_table(Crime)time ve individual gore index
crime.panal <- pdata.frame(Crime, index = c("county", "year"))
pdim(Crime)## Balanced Panel: n = 90, T = 7, N = 630PLm model
fixedeffect <- plm(log(crmrte) ~ polpc, data = crime.panal, model = "within")
summary(fixedeffect)## Oneway (individual) effect Within Model
##
## Call:
## plm(formula = log(crmrte) ~ polpc, data = crime.panal, model = "within")
##
## Balanced Panel: n = 90, T = 7, N = 630
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -0.7847795 -0.0863656 -0.0052571 0.0870457 0.6463739
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## polpc 30.9905 4.0779 7.5996 1.325e-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: -0.054037
## F-statistic: 57.7533 on 1 and 539 DF, p-value: 1.3253e-13NORMAL LM model
normal <- (lm(log(crmrte) ~ polpc, data = crime.panal ) )
summary(normal)##
## Call:
## lm(formula = log(crmrte) ~ polpc, data = crime.panal)
##
## Residuals:
## Min 1Q Median 3Q Max
## -2.64418 -0.39147 0.04632 0.34829 1.94621
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -3.59895 0.02789 -129.048 <2e-16 ***
## polpc -5.36147 8.35489 -0.642 0.521
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.5731 on 628 degrees of freedom
## Multiple R-squared: 0.0006553, Adjusted R-squared: -0.000936
## F-statistic: 0.4118 on 1 and 628 DF, p-value: 0.5213plm ve LM bir arada yada karşılaştırma
stargazer(fixedeffect, normal, type = "text" )##
## ===============================================================
## Dependent variable:
## -------------------------------------------
## log(crmrte)
## panel OLS
## linear
## (1) (2)
## ---------------------------------------------------------------
## polpc 30.990*** -5.361
## (4.078) (8.355)
##
## Constant -3.599***
## (0.028)
##
## ---------------------------------------------------------------
## Observations 630 630
## R2 0.097 0.001
## Adjusted R2 -0.054 -0.001
## Residual Std. Error 0.573 (df = 628)
## F Statistic 57.753*** (df = 1; 539) 0.412 (df = 1; 628)
## ===============================================================
## Note: *p<0.1; **p<0.05; ***p<0.01