Message-ID: <Pine.A41.4.44.0304202027260.74150-100000@homer06.u.washington.edu>
Date: 2003-04-21T03:31:32Z
From: Thomas Lumley
Subject: To create a Panel and run a Pooled OLS
In-Reply-To: <000b01c307b2$66dbcd80$b029f78c@emp.hhs.se>
On Mon, 21 Apr 2003, Sophie Langenskiold wrote:
> I appreciate your help a lot. Unfortunately, none of your
> recommendations work. I have written a small program to illustrate my
> problems. I hope there is a solution...
>
> Cross1 <- data.frame(i=c(1,2,3),Y=c(3,2,2),X1=c(2,3,4))
> Cross2 <- data.frame(i=c(1,2,3),Y=c(2,3,1),X1=c(5,6,7))
> Panel <- merge(Cross1,Cross2,by="i")
> OLS <- lm(Panel$Y~Panel$X1)
>
I think your problem is with the merge() statement. The Panel dataframe
looks like
> Panel
i Y.x X1.x Y.y X1.y
1 1 3 2 2 5
2 2 2 3 3 6
3 3 2 4 1 7
so it doesn't have X1 or Y variables.
The solution depends on what you want, but my guess is that you need
Panel<-rbind(Cross1,Cross2)
lm(Y~X1,data=Panel)
Or perhaps
Panel<-rbind(cbind(Cross1,time=1),cbind(Cross2,time=2))
lm(Y~X1,data=Panel)
-thomas