İleri Panel Veri Yöntemleri

Sabit Etkiler Tahmini

library(wooldridge)
library(rmarkdown)
library(plm)
data("crime4")
paged_table(crime4)
head(crime4, 8)
##   county year    crmrte   prbarr  prbconv  prbpris avgsen      polpc  density
## 1      1   81 0.0398849 0.289696 0.402062 0.472222   5.61 0.00178678 2.307159
## 2      1   82 0.0383449 0.338111 0.433005 0.506993   5.59 0.00176659 2.330254
## 3      1   83 0.0303048 0.330449 0.525703 0.479705   5.80 0.00183577 2.341801
## 4      1   84 0.0347259 0.362525 0.604706 0.520104   6.89 0.00188588 2.346420
## 5      1   85 0.0365730 0.325395 0.578723 0.497059   6.55 0.00192436 2.364896
## 6      1   86 0.0347524 0.326062 0.512324 0.439863   6.90 0.00189522 2.385681
## 7      1   87 0.0356036 0.298270 0.527596 0.436170   6.71 0.00182786 2.422633
## 8      3   81 0.0163921 0.202899 0.869048 0.465753   8.45 0.00059392 0.976834
##      taxpc west central urban pctmin80     wcon      wtuc     wtrd     wfir
## 1 25.69763    0       1     0 20.21870 206.4803  333.6209 182.3330 272.4492
## 2 24.87425    0       1     0 20.21870 212.7542  369.2964 189.5414 300.8788
## 3 26.45144    0       1     0 20.21870 219.7802 1394.8035 196.6395 309.9696
## 4 26.84235    0       1     0 20.21870 223.4238  398.8604 200.5629 350.0863
## 5 28.14034    0       1     0 20.21870 243.7562  358.7830 206.8827 383.0707
## 6 29.74098    0       1     0 20.21870 257.9139  369.5465 218.5165 409.8842
## 7 30.99368    0       1     0 20.21870 281.4259  408.7245 221.2701 453.1722
## 8 14.56088    0       1     0  7.91632 188.7683  292.6422 151.4234 202.4292
##       wser   wmfg   wfed   wsta   wloc        mix    pctymle d82 d83 d84 d85
## 1 215.7335 229.12 409.37 236.24 231.47 0.09991788 0.08769682   0   0   0   0
## 2 231.5767 240.33 419.70 253.88 236.79 0.10304912 0.08637666   1   0   0   0
## 3 240.1568 269.70 438.85 250.36 248.58 0.08067867 0.08509085   0   1   0   0
## 4 252.4477 281.74 459.17 261.93 264.38 0.07850353 0.08383328   0   0   1   0
## 5 261.0861 298.88 490.43 281.44 288.58 0.09324856 0.08230646   0   0   0   1
## 6 269.6129 322.65 478.67 286.91 306.70 0.09732283 0.08008062   0   0   0   0
## 7 274.1775 334.54 477.58 292.09 311.91 0.08016878 0.07787097   0   0   0   0
## 8 191.3742 210.75 381.72 247.38 213.17 0.05612245 0.08700462   0   0   0   0
##   d86 d87   lcrmrte   lprbarr   lprbconv   lprbpris  lavgsen    lpolpc
## 1   0   0 -3.221757 -1.238923 -0.9111490 -0.7503061 1.724551 -6.327340
## 2   0   0 -3.261134 -1.084381 -0.8370060 -0.6792581 1.720979 -6.338704
## 3   0   0 -3.496449 -1.107303 -0.6430188 -0.7345839 1.757858 -6.300291
## 4   0   0 -3.360270 -1.014662 -0.5030129 -0.6537265 1.930071 -6.273361
## 5   0   0 -3.308445 -1.122715 -0.5469313 -0.6990466 1.879465 -6.253162
## 6   1   0 -3.359507 -1.120668 -0.6687981 -0.8212920 1.931521 -6.268420
## 7   0   1 -3.335309 -1.209756 -0.6394244 -0.8297232 1.903599 -6.304609
## 8   0   0 -4.110956 -1.595047 -0.1403569 -0.7640998 2.134166 -7.428766
##      ldensity   ltaxpc    lwcon    lwtuc    lwtrd    lwfir    lwser    lwmfg
## 1  0.83601707 3.246399 5.330205 5.810005 5.205835 5.607452 5.374044 5.434246
## 2  0.84597731 3.213833 5.360137 5.911600 5.244607 5.706707 5.444911 5.482013
## 3  0.85092044 3.275311 5.392628 7.240509 5.281372 5.736475 5.481292 5.597310
## 4  0.85289091 3.289981 5.409070 5.988612 5.301128 5.858180 5.531204 5.640985
## 5  0.86073405 3.337204 5.496169 5.882718 5.332152 5.948220 5.564850 5.700042
## 6  0.86948478 3.392526 5.552626 5.912277 5.386862 6.015875 5.596987 5.776568
## 7  0.88485485 3.433783 5.639869 6.013041 5.399384 6.116272 5.613776 5.812757
## 8 -0.02343855 2.678338 5.240520 5.678950 5.020080 5.310390 5.254230 5.350673
##      lwfed    lwsta    lwloc      lmix  lpctymle  lpctmin    clcrmrte
## 1 6.014619 5.464848 5.444450 -2.303407 -2.433870 3.006608          NA
## 2 6.039540 5.536862 5.467174 -2.272549 -2.449038 3.006608 -0.03937626
## 3 6.084157 5.522900 5.515765 -2.517281 -2.464036 3.006608 -0.23531556
## 4 6.129421 5.568077 5.577387 -2.544612 -2.478925 3.006608  0.13617969
## 5 6.195282 5.639919 5.664972 -2.372487 -2.497306 3.006608  0.05182457
## 6 6.171011 5.659169 5.725870 -2.329722 -2.524721 3.006608 -0.05106163
## 7 6.168732 5.677062 5.742715 -2.523621 -2.552702 3.006608  0.02419806
## 8 5.944687 5.510926 5.362090 -2.880219 -2.441794 2.068926          NA
##       clprbarr    clprbcon     clprbpri     clavgsen     clpolpc     cltaxpc
## 1           NA          NA           NA           NA          NA          NA
## 2  0.154542208  0.07414299  0.071047962 -0.003571391 -0.01136398 -0.03256536
## 3 -0.022922039  0.19398713 -0.055325806  0.036878586  0.03841305  0.06147742
## 4  0.092641115  0.14000595  0.080857396  0.172213197  0.02693033  0.01467013
## 5 -0.108053565 -0.04391843 -0.045320034 -0.050606012  0.02019882  0.04722309
## 6  0.002047777 -0.12186676 -0.122245431  0.052056313 -0.01525831  0.05532193
## 7 -0.089088559  0.02937365 -0.008431196 -0.027922511 -0.03618908  0.04125738
## 8           NA          NA           NA           NA          NA          NA
##         clmix
## 1          NA
## 2  0.03085732
## 3 -0.24473166
## 4 -0.02733064
## 5  0.17212510
## 6  0.04276490
## 7 -0.19389939
## 8          NA
tail(crime4)
##     county year    crmrte   prbarr  prbconv  prbpris avgsen      polpc
## 625    197   82 0.0180711 0.229167 0.545455 0.363636   6.64 0.00092409
## 626    197   83 0.0155747 0.226667 0.480392 0.428571   7.77 0.00107292
## 627    197   84 0.0136619 0.204188 1.410260 0.372727  10.11 0.00110869
## 628    197   85 0.0130857 0.180556 0.830769 0.333333   5.96 0.00105412
## 629    197   86 0.0128740 0.112676 2.250000 0.244444   7.68 0.00108794
## 630    197   87 0.0141928 0.207595 1.182930 0.360825  12.23 0.00118573
##       density    taxpc west central urban pctmin80     wcon     wtuc     wtrd
## 625 0.8660714 17.61957    1       0     0  5.46081 194.2502 323.6862 151.1742
## 626 0.8690476 18.90585    1       0     0  5.46081 207.1006 317.9891 154.3210
## 627 0.8720238 22.70475    1       0     0  5.46081 230.2275 304.8781 170.5955
## 628 0.8750000 24.12361    1       0     0  5.46081 253.0364 283.4008 171.6738
## 629 0.8809524 24.98198    1       0     0  5.46081 280.5550 324.3744 180.0927
## 630 0.8898810 25.95258    1       0     0  5.46081 314.1660 341.8803 182.8020
##         wfir     wser   wmfg   wfed   wsta   wloc        mix    pctymle d82 d83
## 625 243.4275 171.5078 238.94 330.27 278.94 225.22 0.11157895 0.07982239   1   0
## 626 254.8656 196.4637 256.19 352.65 345.27 235.90 0.11386139 0.07901954   0   1
## 627 262.2378 192.6782 268.59 345.90 354.21 246.89 0.11695906 0.07823269   0   0
## 628 271.7391 207.2574 279.17 357.84 354.78 275.01 0.08108108 0.07722192   0   0
## 629 312.2946 215.2698 306.09 376.54 355.64 294.49 0.07575758 0.07570071   0   0
## 630 348.1432 212.8205 322.92 391.72 385.65 306.85 0.06756757 0.07419893   0   0
##     d84 d85 d86 d87   lcrmrte   lprbarr   lprbconv   lprbpris  lavgsen
## 625   0   0   0   0 -4.013441 -1.473304 -0.6061350 -1.0116019 1.893112
## 626   0   0   0   0 -4.162107 -1.484273 -0.7331528 -0.8472989 2.050270
## 627   1   0   0   0 -4.293144 -1.588714  0.3437741 -0.9869090 2.313525
## 628   0   1   0   0 -4.336235 -1.711714 -0.1854035 -1.0986134 1.785071
## 629   0   0   1   0 -4.352546 -2.183239  0.8109302 -1.4087690 2.038620
## 630   0   0   0   1 -4.255021 -1.572166  0.1679944 -1.0193622 2.503892
##        lpolpc   ldensity   ltaxpc    lwcon    lwtuc    lwtrd    lwfir    lwser
## 625 -6.986701 -0.1437879 2.869010 5.269147 5.779775 5.018433 5.494819 5.144629
## 626 -6.837371 -0.1403573 2.939471 5.333205 5.762017 5.039035 5.540736 5.280478
## 627 -6.804576 -0.1369385 3.122574 5.439068 5.719912 5.139296 5.569252 5.261022
## 628 -6.855049 -0.1335314 3.183191 5.533534 5.646862 5.145596 5.604843 5.333961
## 629 -6.823469 -0.1267517 3.218155 5.636770 5.781898 5.193472 5.743947 5.371892
## 630 -6.737397 -0.1166676 3.256271 5.749922 5.834461 5.208404 5.852614 5.360449
##        lwmfg    lwfed    lwsta    lwloc      lmix  lpctymle  lpctmin
## 625 5.476213 5.799911 5.630997 5.417078 -2.193023 -2.527951 1.697597
## 626 5.545919 5.865476 5.844326 5.463408 -2.172773 -2.538060 1.697597
## 627 5.593186 5.846150 5.869890 5.508943 -2.145931 -2.548068 1.697597
## 628 5.631821 5.880086 5.871498 5.616807 -2.512306 -2.561072 1.697597
## 629 5.723879 5.931024 5.873919 5.685245 -2.580217 -2.580968 1.697597
## 630 5.777405 5.970547 5.954930 5.726359 -2.694627 -2.601006 1.697597
##        clcrmrte    clprbarr   clprbcon    clprbpri   clavgsen     clpolpc
## 625  0.01163292  0.36608160 -0.6653280  0.02031851 -0.5361059  0.10643244
## 626 -0.14866638 -0.01096904 -0.1270178  0.16430300  0.1571581  0.14932966
## 627 -0.13103676 -0.10444081  1.0769268 -0.13961011  0.2632549  0.03279543
## 628 -0.04309082 -0.12300014 -0.5291775 -0.11170435 -0.5284544 -0.05047321
## 629 -0.01631069 -0.47152448  0.9963337 -0.31015563  0.2535490  0.03157997
## 630  0.09752512  0.61107254 -0.6429358  0.38940680  0.4652724  0.08607244
##        cltaxpc       clmix
## 625 0.05717826  0.59198833
## 626 0.07046127  0.02024961
## 627 0.18310285  0.02684212
## 628 0.06061673 -0.36637449
## 629 0.03496361 -0.06791115
## 630 0.03811646 -0.11441016

veri setini panel veri setine çevirme

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
model2 <- lm(log(crmrte) ~ polpc, data = crime4 )
summary(model2)
## 
## Call:
## lm(formula = log(crmrte) ~ polpc, data = crime4)
## 
## 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       -5.36146    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: 0.5213
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(list(model1, model2), 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