Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: metrics
See also: panfix panrand panhaus

Macro: pantime
Description: Subtracts the mean of period t from the model variables. Purpose: Accounting for fixed time effects

Usage: y = pantime(z,{T})
Input:
z Data matrix. First column: Identification number for cross section units (optional), Second column: depen- dent variable, Further columns: explanatory variables
T (optional) for producing the identification numbers for a balanced data set
Output:
y Data matrix

Example:
library("metrics")
z=read("earnings")
y=pantime(z)
z[1:10,1:3]~y[1:10,3]   
Result:
Contents of _tmp
[ 1,]        1        1     2600   1694.7 
[ 2,]        1        2     2500   1385.3 
[ 3,]        1        3     2700   1504.8 
[ 4,]        1        4     3400   2674.3 
[ 5,]        1        5     3354   2157.7 
[ 6,]        2        1     2850   2194.7 
[ 7,]        2        2     4000   4385.4 
[ 8,]        2        3     4000   4104.8 
[ 9,]        2        4     4200   4274.3 
[10,]        2        5     5720   6889.7

Library: metrics
See also: panfix panrand panhaus

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Joerg Breitung 990316
(C) MD*TECH Method and Data Technologies, 17.8.2000