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rpanel-dataplm

R: Filtering data in plm

I have a pdata.frame for 14 years x 89 observations and 10 variables + 4 dummies.

Those dummies variables are only for filtering (when necessary) my data. When using Stata, I just add an "if VAR==1" at the end of my code. How to use this with plm package in R?

Examples
Stata code

quietly xtreg y x1 x2 if x3==1, fe

R code 

plm( y ~ x1 + x2, data = PANEL, model = "within")

Must I create separate panels, already filtered data, or is it possible to do it while running plm?

Solution

  • You can either use the subset option in plm (subset=) or you subset the data before fitting it

    Using the dataset from the package, subset on region ==6,

    library(plm)
data("Produc", package = "plm")
fit1 = plm(gsp ~ hwy + pc, data = Produc, subset = region == 6)
fit2 = plm(gsp ~ hwy + pc, data = subset(Produc, region == 6))
identical(coefficients(fit1), coefficients(fit2))