library(plm)
## Warning: package 'plm' was built under R version 4.2.2
library(wooldridge)
library(rmarkdown)
data("airfare")
paged_table(airfare)
time <- pdata.frame(airfare, index = c("id","year" ) )
pdim(time)
## Balanced Panel: n = 1149, T = 4, N = 4596
pooling <- plm(lpassen ~ fare + dist + passen + bmktshr + I(ldist^2) + year, data = time , model = "pooling" )
within <- plm(lpassen ~ fare + dist + passen + bmktshr + I(ldist^2) + year, data = time, model = "within" )
random <- plm(lpassen ~ fare + dist + passen + bmktshr + I(ldist^2) + year, data = time, model = "random" )
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=stargazer
stargazer(pooling, within, random, type = "text" )
##
## ===============================================================================
## Dependent variable:
## ------------------------------------------------------------------
## lpassen
## (1) (2) (3)
## -------------------------------------------------------------------------------
## fare -0.001*** -0.004*** -0.003***
## (0.0001) (0.0001) (0.0001)
##
## dist 0.0001** 0.0003***
## (0.00004) (0.0001)
##
## passen 0.001*** 0.001*** 0.001***
## (0.00001) (0.00002) (0.00001)
##
## bmktshr 0.223*** 0.161*** 0.200***
## (0.047) (0.040) (0.038)
##
## I(ldist2) 0.001 -0.004
## (0.003) (0.006)
##
## year1998 0.004 0.015** 0.010
## (0.021) (0.006) (0.006)
##
## year1999 0.018 0.051*** 0.034***
## (0.021) (0.006) (0.006)
##
## year2000 0.041* 0.110*** 0.079***
## (0.021) (0.007) (0.007)
##
## Constant 5.370*** 5.858***
## (0.110) (0.196)
##
## -------------------------------------------------------------------------------
## Observations 4,596 4,596 4,596
## R2 0.677 0.450 0.515
## Adjusted R2 0.676 0.266 0.514
## F Statistic 1,199.361*** (df = 8; 4587) 469.900*** (df = 6; 3441) 4,875.385***
## ===============================================================================
## Note: *p<0.1; **p<0.05; ***p<0.01
phtest(random, within)
##
## Hausman Test
##
## data: lpassen ~ fare + dist + passen + bmktshr + I(ldist^2) + year
## chisq = 253.23, df = 6, p-value < 2.2e-16
## alternative hypothesis: one model is inconsistent
data("murder")
paged_table(murder)
library(plm)
individual <- pdata.frame(murder, index = c("state", "year" ) )
pvar(individual)
## no time variation: id state cmrdrte cexec cunem cexec_1 cunem_1
## no individual variation: year d90 d93
## all NA in time dimension for at least one individual: cmrdrte cexec cunem cexec_1 cunem_1
## all NA in ind. dimension for at least one time period: cmrdrte cexec cunem cexec_1 cunem_1
poolingmurder <- plm(mrdrte ~ exec + unem + d90 + d93 + I(cexec^2) + year, data = individual , model = "pooling")
withinmurder <- plm(mrdrte ~ exec + unem + d90 + d93 + I(cexec^2) + year, data = individual , model = "within")
randommurder <- plm(mrdrte ~ exec + unem + d90 + d93 + I(cexec^2) + year, data = individual , model = "random")
stargazer(poolingmurder, withinmurder, randommurder, type = "text" )
##
## ==============================================================
## Dependent variable:
## -------------------------------------------------
## mrdrte
## (1) (2) (3)
## --------------------------------------------------------------
## exec 0.324 -0.004 0.006
## (0.647) (0.125) (0.127)
##
## unem 2.519*** -0.072 -0.019
## (0.786) (0.159) (0.161)
##
## d90 2.066 -0.403* -0.352*
## (2.154) (0.210) (0.214)
##
## I(cexec2) -0.015 -0.006 -0.007
## (0.047) (0.008) (0.008)
##
## Constant -7.400 8.921***
## (5.119) (1.789)
##
## --------------------------------------------------------------
## Observations 102 102 102
## R2 0.103 0.178 0.088
## Adjusted R2 0.066 -0.767 0.050
## F Statistic 2.773** (df = 4; 97) 2.543* (df = 4; 47) 9.358*
## ==============================================================
## Note: *p<0.1; **p<0.05; ***p<0.01
phtest(withinmurder,randommurder)
##
## Hausman Test
##
## data: mrdrte ~ exec + unem + d90 + d93 + I(cexec^2) + year
## chisq = 6.0219, df = 4, p-value = 0.1975
## alternative hypothesis: one model is inconsistent