R语言包plm内置的面板数据集

  • 1 Cigarette Consumption
  • 2 Crime in North Carolina
  • 3 Gasoline Consumption
  • 4 Grunfeld's Investment Data
  • 5 Wages and Hours Worked
  • 6 Wages and Education of Young Males
  • 7 Purchasing Power Parity and other parity relationships
  • 8 US States Production
  • 9 Production of Rice in Indonesia
  • 10 Employment and Wages in Spain
  • 11 The Penn World Table, v. 5
  • 12 Panel Data of Individual Wages

（注意：本博客关于数据的描述全部来自于R语言内置帮助文件，仅供自己学习使用）

1 Cigarette Consumption

data(Cigar)

Description

a panel of 46 observations from 1963 to 1992

Format

A data frame containing :

state
state abbreviation

year
the year

price
price per pack of cigarettes

pop
population

pop16
population above the age of 16岁以上人口总数

cpi
consumer price index (1983=100) 消费者价格指数

ndi
per capita disposable income 人均可支配收入

sales
cigarette sales in packs per capita 人均卷烟销售量（包）

pimin
minimum price in adjoining states per pack of cigarettes 相邻州每包香烟的最低价格

Details

total number of observations : 1380

observation : regional

country : United States

Source

Online complements to Baltagi (2001):

https://www.wiley.com/legacy/wileychi/baltagi/

Online complements to Baltagi (2013):

https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452

References

Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.

Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.

Baltagi B, Levin D (1992). “Cigarette taxation: Raising revenues and reducing consumption.” Structural Change and Economic Dynamics, 3(2), 321-335. https://EconPapers.repec.org/RePEc:eee:streco✌️3:y:1992:i:2:p:321-335.

Baltagi BH, Griffin JM, Xiong W (2000). “To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand.” The Review of Economics and Statistics, 82(1), 117-126. doi: 10.1162/003465300558551, https://doi.org/10.1162/003465300558551.

2 Crime in North Carolina

data(Crime)

Description
a panel of 90 observational units (counties) from 1981 to 1987

Format

A data frame containing :

county
county identifier

year
year from 1981 to 1987

crmrte
crimes committed per person

prbarr
‘probability’ of arrest

prbconv
‘probability’ of conviction

prbpris
‘probability’ of prison sentence

avgsen
average sentence, days

polpc
police per capita

density
people per square mile

taxpc
tax revenue per capita

region
factor. One of ‘other’, ‘west’ or ‘central’.

smsa
factor. (Also called “urban”.) Does the individual reside in a SMSA (standard metropolitan statistical area)?

pctmin
percentage minority in 1980

wcon
weekly wage in construction

wtuc
weekly wage in transportation, utilities, communications

wtrd
weekly wage in wholesale and retail trade

wfir
weekly wage in finance, insurance and real estate

wser
weekly wage in service industry

wmfg
weekly wage in manufacturing

wfed
weekly wage in federal government

wsta
weekly wage in state government

wloc
weekly wage in local government

mix
offence mix: face-to-face/other

pctymle
percentage of young males (between ages 15 to 24)

lcrmrte
log of crimes committed per person

lprbarr
log of ‘probability’ of arrest

lprbconv
log of ‘probability’ of conviction

lprbpris
log of ‘probability’ of prison sentence

lavgsen
log of average sentence, days

lpolpc
log of police per capita

ldensity
log of people per square mile

ltaxpc
log of tax revenue per capita

lpctmin
log of percentage minority in 1980

lwcon
log of weekly wage in construction

lwtuc
log of weekly wage in transportation, utilities, communications

lwtrd
log of weekly wage in wholesale and retail trade

lwfir
log of weekly wage in finance, insurance and real estate

lwser
log of weekly wage in service industry

lwmfg
log of weekly wage in manufacturing

lwfed
log of weekly wage in federal government

lwsta
log of weekly wage in state government

lwloc
log of weekly wage in local government

lmix
log of offence mix: face-to-face/other

lpctymle
log of percentage of young males (between ages 15 to 24)

Details

total number of observations : 630

observation : regional

country : United States

The variables l* (lcrmrte, lprbarr, …) contain the pre-computed logarithms of the base variables as found in the original data set. Note that these values slightly differ from what R’s log() function yields for the base variables. In order to reproduce examples from the literature, the pre-computed logs need to be used, otherwise the results differ slightly.

Source

Journal of Applied Econometrics Data Archive (complements Baltagi (2006)):

http://qed.econ.queensu.ca/jae/2006-v21.4/baltagi/

Online complements to Baltagi (2001):

https://www.wiley.com/legacy/wileychi/baltagi/

Online complements to Baltagi (2013):

https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452

See also Journal of Applied Econometrics data archive entry for Baltagi (2006) at http://qed.econ.queensu.ca/jae/2006-v21.4/baltagi/.

References

Cornwell C, Trumbull WN (1994). “Estimating the economic model of crime with panel data.” Review of Economics and Statistics, 76, 360–366.

Baltagi BH (2006). “Estmating an economic model of crime using panel data from North Carolina.” Journal of Applied Econometrics, 21(4).

Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.

Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.

3 Gasoline Consumption

data(Gasoline)

Description

A panel of 18 observations from 1960 to 1978

Format

A data frame containing :

country
a factor with 18 levels

year
the year

lgaspcar
logarithm of motor gasoline consumption per car

lincomep
logarithm of real per-capita income

lrpmg
logarithm of real motor gasoline price

lcarpcap
logarithm of the stock of cars per capita

Details

total number of observations : 342

observation : country

country : OECD

Source

Online complements to Baltagi (2001):

https://www.wiley.com/legacy/wileychi/baltagi/

Online complements to Baltagi (2013):

https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452

References

Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.

Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.

Baltagi BH, Griffin JM (1983). “Gasoline demand in the OECD: An application of pooling and testing procedures.” European Economic Review, 22(2), 117 - 137. ISSN 0014-2921, https://www.sciencedirect.com/science/article/pii/0014292183900776.

4 Grunfeld’s Investment Data

data(Grunfeld)

Description

A balanced panel of 10 observational units (firms) from 1935 to 1954

Format

A data frame containing :

firm
observation

year
date

inv
gross Investment

value
value of the firm

capital
stock of plant and equipment

Details

total number of observations : 200

observation : production units

country : United States

Note

The Grunfeld data as provided in package plm is the same data as used in Baltagi (2001), see Examples below.

NB:
Various versions of the Grunfeld data circulate online. Also, various text books (and also varying among editions) and papers use different subsets of the original Grunfeld data, some of which contain errors in a few data points compared to the original data used by Grunfeld (1958) in his PhD thesis. See Kleiber/Zeileis (2010) and its accompanying website for a comparison of various Grunfeld data sets in use.

Source

Online complements to Baltagi (2001):

https://www.wiley.com/legacy/wileychi/baltagi/

https://www.wiley.com/legacy/wileychi/baltagi/supp/Grunfeld.fil

Online complements to Baltagi (2013):

https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452

References

Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.

Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.

Grunfeld Y (1958). The determinants of corporate investment. Ph.D. thesis, Department of Economics, University of Chicago.

Kleiber C, Zeileis A (2010). “The Grunfeld Data at 50.” German Economic Review, 11, 404-417. https://doi.org/10.1111/j.1468-0475.2010.00513.x.

website accompanying the paper with various variants of the Grunfeld data: https://www.zeileis.org/grunfeld/.

5 Wages and Hours Worked

data(LaborSupply)

Description

A panel of 532 observations from 1979 to 1988

Format

A data frame containing :

lnhr
log of annual hours worked

lnwg
log of hourly wage

kids
number of children

age
age

disab
bad health

id
id

year
year

Details

number of observations : 5320

Source

Online complements to Ziliak (1997).

Journal of Business Economics and Statistics web site: https://amstat.tandfonline.com/loi/ubes20/.

References

Colin Cameron A, K. Trivedi P (2005). Microeconometrics: Methods and Applications. Cambridge University Press. ISBN 0521848059, doi: 10.1017/CBO9780511811241.

Ziliak JP (1997). “Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators.” Journal of Business & Economic Statistics, 15(4), 419–431. ISSN 07350015.

6 Wages and Education of Young Males

data(Males)

Description

A panel of 545 observations from 1980 to 1987

Format

A data frame containing :

nr
identifier

year
year

school
years of schooling

exper
years of experience (computed as age-6-school)

union
wage set by collective bargaining?

ethn
a factor with levels black, hisp, other

married
married?

health
health problem?

wage
log of hourly wage

industry
a factor with 12 levels

occupation
a factor with 9 levels

residence
a factor with levels rural_area, north_east, northern_central, south

Details

total number of observations : 4360

observation : individuals

country : United States

Source

Journal of Applied Econometrics data archive http://qed.econ.queensu.ca/jae/1998-v13.2/vella-verbeek/.

References

Vella F, Verbeek M (1998). “Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men.” Journal of Applied Econometrics, 13, 163–183.

Verbeek M (2004). A Guide to Modern Econometrics, 2nd edition. Wiley.

7 Purchasing Power Parity and other parity relationships

data(Parity )

Description

A panel of 104 quarterly observations from 1973Q1 to 1998Q4

Format

A data frame containing :

country
country codes: a factor with 17 levels

time
the quarter index, 1973Q1-1998Q4

ls
log spot exchange rate vs. USD

lp
log price level

is
short term interest rate

il
long term interest rate

ld
log price differential vs. USA

uis
U.S. short term interest rate

uil
U.S. long term interest rate

Details

total number of observations : 1768

observation : country

country : OECD

Source

Coakley J, Fuertes A, Smith R (2006). “Unobserved heterogeneity in panel time series models.” Computational Statistics & Data Analysis, 50(9), 2361–2380.

References

Coakley J, Fuertes A, Smith R (2006). “Unobserved heterogeneity in panel time series models.” Computational Statistics & Data Analysis, 50(9), 2361–2380.

Driscoll JC, Kraay AC (1998). “Consistent covariance matrix estimation with spatially dependent panel data.” Review of economics and statistics, 80(4), 549–560.

8 US States Production

data(Produc)

Description

A panel of 48 observations from 1970 to 1986

Format

A data frame containing :

state
the state

year
the year

region
the region

pcap
public capital stock

hwy
highway and streets

water
water and sewer facilities

util
other public buildings and structures

pc
private capital stock

gsp
gross state product

emp
labor input measured by the employment in non–agricultural payrolls

unemp
state unemployment rate

Details

total number of observations : 816

observation : regional

country : United States

Source

Online complements to Baltagi (2001):

https://www.wiley.com/legacy/wileychi/baltagi/

Online complements to Baltagi (2013):

https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452

References

Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.

Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.

Baltagi BH, Pinnoi N (1995). “Public capital stock and state productivity growth: further evidence from an error components model.” Empirical Economics, 20, 351-359.

Munnell A (1990). “Why Has Productivity Growth Declined? Productivity and Public Investment.” New England Economic Review, 3–22.

9 Production of Rice in Indonesia

data(RiceFarms)

Description

a panel of 171 observations

Format

A dataframe containing :

id
the farm identifier

size
the total area cultivated with rice, measured in hectares

status
land status, on of ‘owner’ (non sharecroppers, owner operators or leaseholders or both), ‘share’ (sharecroppers), ‘mixed’ (mixed of the two previous status)

varieties
one of ‘trad’ (traditional varieties), ‘high’ (high yielding varieties) and ‘mixed’ (mixed varieties)

bimas
bIMAS is an intensification program; one of ‘no’ (non-bimas farmer), ‘yes’ (bimas farmer) or ‘mixed’ (part but not all of farmer’s land was registered to be in the bimas program)

seed
seed in kilogram

urea
urea in kilogram

phosphate
phosphate in kilogram

pesticide
pesticide cost in Rupiah

pseed
price of seed in Rupiah per kg

purea
price of urea in Rupiah per kg

pphosph
price of phosphate in Rupiah per kg

hiredlabor
hired labor in hours

famlabor
family labor in hours

totlabor
total labor (excluding harvest labor)

wage
labor wage in Rupiah per hour

goutput
gross output of rice in kg

noutput
net output, gross output minus harvesting cost (paid in terms of rice)

price
price of rough rice in Rupiah per kg

region
one of ‘wargabinangun’, ‘langan’, ‘gunungwangi’, ‘malausma’, ‘sukaambit’, ‘ciwangi’

Details

number of observations : 1026

observation : farms

country : Indonesia

Source

Feng Q, Horrace WC (2012). “Alternative technical efficiency measures: Skew, bias and scale.” Journal of Applied Econometrics, 27(2), 253-268. doi: 10.1002/jae.1190, https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.1190, https://onlinelibrary.wiley.com/doi/abs/10.1002/jae.1190.

10 Employment and Wages in Spain

data(Snmesp)

Description

A panel of 738 observations from 1983 to 1990

Format

A data frame containing:

firm
firm index

year
year

n
log of employment

w
log of wages

y
log of real output

i
log of intermediate inputs

k
log of real capital stock

f
real cash flow

Details

total number of observations: 5904

observation: firms

country: Spain

Source

Journal of Business Economics and Statistics data archive:

https://amstat.tandfonline.com/loi/ubes20/.

References

Alonso-Borrego C, Arellano M (1999). “Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.” Journal of Business and Economic Statistics, 17(1), 36-49.

11 The Penn World Table, v. 5

data(SumHes)

Description

A panel of 125 observations from 1960 to 1985

Format

A data frame containing :

year
the year

country
the country name (factor)

opec
OPEC member?

com
communist regime?

pop
country’s population (in thousands)

gdp
real GDP per capita (in 1985 US dollars)

sr
saving rate (in percent)

Details

total number of observations : 3250

observation : country

country : World

Source

Online supplements to Hayashi (2000).

http://fhayashi.fc2web.com/datasets.htm

References

Hayashi F (2000). Econometrics. Princeton University Press.

Summers R, Heston A (1991). “The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950–1988.” The Quarterly Journal of Economics, 106, 327-68. doi: 10.2307/2937941.

12 Panel Data of Individual Wages

data(Wages)

Description

A panel of 595 individuals from 1976 to 1982, taken from the Panel Study of Income Dynamics (PSID).

The data are organized as a stacked time series/balanced panel, see Examples on how to convert to a pdata.frame.

Format

A data frame containing:

exp
years of full-time work experience.

wks
weeks worked.

bluecol
blue collar?

ind
works in a manufacturing industry?

south
resides in the south?

smsa
resides in a standard metropolitan statistical area?

married
married?

sex
a factor with levels “male” and “female”

union
individual’s wage set by a union contract?

ed
years of education.

black
is the individual black?

lwage
logarithm of wage.

Details

total number of observations : 4165

observation : individuals

country : United States

Source

Online complements to Baltagi (2001):

https://www.wiley.com/legacy/wileychi/baltagi/

Online complements to Baltagi (2013):

https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452

References

Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.

Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.

Cornwell C, Rupert P (1988). “Efficient Estimation With Panel Data: an Empirical Comparison of Instrumental Variables Estimators.” Journal of Applied Econometrics, 3, 149–155.

经典的面板数据集(R语言包plm)相关推荐

  1. r语言 面板数据回归_工具方法 | “名牌包”:面板、时间序列模型常用R语言包...

    计量经济学是数学.统计技术和经济分析的综合,即运用数学.统计方法和相关经济理论,通过计量模型来揭示经济数量关系和规律.R语言包,已经实现了现代计量经济学的很多统计分析功能,下面从面板数据模型和时间序列 ...

  2. R语言包在linux上的安装等知识

    有关install.packages()函数的详见:R包 package 的安装(install.packages函数详解) R的包(package)通常有两种: 1 binary package:这 ...

  3. 在Linux中安装R语言包，遇到无法验证下列签名的错误

    R语言包的安装方式如下 Ubuntu自带的APT包管理器中的R安装包总是落后于标准版,因此需要添加新的镜像源把APT包管理中的R安装包更新到最新版. 请登录Linux系统,打开一个终端,然后执行下面命 ...

  4. 安装低版本的R语言、和自行下载安装各个版本的R语言包、以及多环境运行R

    1. 下载并安装最新的R版本软件,以国内的清华的镜像为例(国内镜像速度快) https://mirrors.tuna.tsinghua.edu.cn/CRAN/ 2. 官网上如何下载老版本或低版本(旧 ...

  5. python调用r语言加载包错误_Python中调用R语言包指南.docx

    Python中调用R语言包指南R语言是非常强大的做统计分析和建模方面的开源软件,它有非常丰富的统计软件包,做统计可以说只有你想不到的,没有R办不到的.Python又是当下最流行的编程软件之一,Pyth ...

  6. linux下离线安装r语言包,CentOS下离线安装R语言Forecast包

    1.下载Forecast包以及其依赖包,执行下面R脚本: getPackages packages tools::package_dependencies(packs, available.packa ...

  7. 10个令人相见恨晚的R语言包

    大数据热火朝天的时代,大数据技术也成为香饽饽,收到研发的青睐.下面主要为大家介绍R语言.大约3年前我开始使用R,起初进展很慢,与我习惯的语言相比,语法更加直观也比较简单,而且需要一段时间才能习惯于细微 ...

  8. r语言remarkdown展示图_使用R语言包circlize可视化展示blast双序列比对结果

    circlize这个包还挺强大的,R语言里用来画圈图还挺方便的. 今天这篇文章记录用circlize这个包画圈图展示blast双序列比对结果的代码 植物线粒体基因组类的文章通常会分析细胞器基因组间基因 ...

  9. R语言-包的安装、载入及使用方法

    一.原理简述 包是R函数.数据.预编译代码以一种定义完善的格式组成的集合.计算机上存储包的目录称为库(library).函数.libPaths()能够显示库所在的位置,函数library()则可以显示 ...

  10. r语言和metawin_Windows下使用Rtools编译R语言包

    使用devtools安装github中的R源代码时,经常会出各种错误,索性搜了一下怎么在Windows下直接打包,网上的资料也是参差不齐,以下是自己验证通过的. 一.下载Rtools 根据自己安装的R ...

最新文章

  1. 深度学习如何又好又快? Google发布最新《高效深度学习: 更小、更快、更好》综述...
  2. UNIX再学习 -- XSI IPC通信方式
  3. python简单可视化聊天界面_如何用Python制作可视化输入界面
  4. POJ2718【DFS】
  5. php删除oracle数据记录日志文件,Oracle手动切换日志文件和清空日志文件
  6. 加载mySQL数据到内存_【测试验证】数据库加载到内存占用大小
  7. python列表添加字符串_python字符串和列表操作
  8. python中的struct
  9. objective-C 的OOP(上)--类定义、继承及方法调用
  10. MyEclipse8.5添加tomcat7
  11. x299服务器芯片,X299比X399差在哪？ 两大平台产品比拼
  12. unity如何实现图片透视_实战 | 自己实现扫描全能王
  13. 自定义组件时 Binary XML file line Error inflating class 异常
  14. IT自学网有视频教程
  15. 消费新品周报 | 奔富发布2019珍藏系列16款葡萄酒；欧乐-B推出AI电动牙刷
  16. SVG基本使用（三、剪裁/蒙版、渐变色、画笔、形变、ViewBox）
  17. 【干货分享|建议收藏】2w字爆肝详解 JavaScript对象
  18. elasticsearch你了解多少？
  19. RecyclerView中嵌套Edittext，添加监听的问题
  20. 趁表弟上厕所，我复习一下用CSS设置文字文本样式

热门文章

  1. 开源OLAP系统对比
  2. Windows系统开机自动运行程序和自动启动服务
  3. P3554 [POI2013]LUK-Triumphal arch
  4. 离职后的总结与感想（一）
  5. 这样做，才能留住员工的心
  6. android:scheme 常用类型,android scheme
  7. VMware Workstation安装windows xp系统并创建虚拟软盘
  8. C语言英尺和英寸换算米
  9. 宝宝专业智力测试软件,儿童医院心理科做智商检测-儿童智力测试仪_儿童注意力测试仪_儿童综合素质测试仪/测评系统...
  10. matlab作图excel,Excel表格数据怎么画matlab-如何用matlab把excel数据画成图像