R: Make data balanced

make.pbalanced {plm} | R Documentation

## Make data balanced

### Description

This function makes the data balanced, i.e. each individual has the same time periods

### Usage

    ## S3 method for class 'pdata.frame'
    make.pbalanced(x, balance.type = c("fill", "shared"), ...)
    ## S3 method for class 'pseries'
    make.pbalanced(x, balance.type = c("fill", "shared"), ...)
    ## S3 method for class 'data.frame'
    make.pbalanced(x, balance.type = c("fill", "shared"), index = NULL, ...)

### Arguments

`x` | an object of class `pdata.frame`, `data.frame`, or `pseries`;
`balance.type` | character, one of `"fill"`, `"shared"`, see Detail,
`index` | only relevant for `data.frame` interface; if `NULL`, the first two columns of the data.frame are assumed to be the index variables; if not `NULL`, both dimensions ('individual', 'time') need to be specified by `index` as character of length 2 for data frames, for further details see `pdata.frame`,
`...` | further arguments.

### Details

(p)data.frame and pseries objects are made balanced, meaning each individual has the same time periods. Depending on the value of `balance.type`, the balancing is done in two different ways:

- `balance.type = "fill"` (default): The union of available time periods over all individuals is taken (w/o `NA` values). Missing time periods for an individual are identified and corresponding rows (elements for pseries) are inserted and filled with `NA` for the non–index variables (elements for a pseries). This means, only time periods present for at least one individual are inserted, if missing.

- `balance.type = "shared"`: The intersect of available time periods over all individuals is taken (w/o `NA` values). Thus, time periods not available for all individuals are discarded (only time periods shared among all individuals are left in the result).

The data are not necessarily made consecutive (regularly time series with distance 1), because balancedness does not imply consecutiveness. For making the data consecutive, use `make.pconsecutive` (and, optionally, set argument `balanced = TRUE` to make consecutive and balanced, see also Examples for a comparison of the two functions.

Note: rows of (p)data.frames (elements for pseries) with `NA` values in individual or time index are not examined but silently dropped before the data are made balanced. In this case, it cannot be inferred which individual or time period is meant by the missing value(s) (see also Examples). Especially, this means: `NA` values in the first/last position of the original time periods for an individual are dropped, which are usually meant to depict the beginning and ending of the time series for that individual. Thus, one might want to check if there are any `NA` values in the index variables before applying make.pbalanced, and especially check for `NA` values in the first and last position for each individual in original data and, if so, maybe set those to some meaningful begin/end value for the time series.

### Value

An object of the same class as the input `x`, i.e. a pdata.frame, data.frame or a pseries which is made balanced based on the index variables. The returned data are sorted as a stacked time series.

### Author(s)

Kevin Tappe

### See Also

`is.pbalanced` to check if data are balanced; `is.pconsecutive` to check if data are consecutive; `make.pconsecutive` to make data consecutive (and, optionally, also balanced).
`punbalancedness` for two measures of unbalancedness, `pdim` to check the dimensions of a 'pdata.frame' (and other objects), `pvar` to check for individual and time variation of a 'pdata.frame' (and other objects), `lag` for lagged (and leading) values of a 'pseries' object.
`pseries`, `data.frame`, `pdata.frame`.

### Examples

    # take data and make it unbalanced
    # by deletion of 2nd row (2nd time period for first individual)
    data("Grunfeld", package = "plm")
    nrow(Grunfeld)                            # 200 rows
    Grunfeld_missing_period <- Grunfeld[-2, ]
    pdim(Grunfeld_missing_period)$balanced    # check if balanced: FALSE
    make.pbalanced(Grunfeld_missing_period)   # make it balanced (by filling)
    make.pbalanced(Grunfeld_missing_period, balance.type = "shared") # (shared periods)
    nrow(make.pbalanced(Grunfeld_missing_period))
    nrow(make.pbalanced(Grunfeld_missing_period, balance.type = "shared"))

    # more complex data:
    # First, make data unbalanced (and non-consecutive)
    # by deletion of 2nd time period (year 1936) for all individuals
    # and more time periods for first individual only
    Grunfeld_unbalanced <- Grunfeld[Grunfeld$year != 1936, ]
    Grunfeld_unbalanced <- Grunfeld_unbalanced[-c(1,4), ]
    pdim(Grunfeld_unbalanced)$balanced        # FALSE
    all(is.pconsecutive(Grunfeld_unbalanced)) # FALSE

    g_bal <- make.pbalanced(Grunfeld_unbalanced)
    pdim(g_bal)$balanced        # TRUE
    unique(g_bal$year)          # all years but 1936
    nrow(g_bal)                 # 190 rows
    head(g_bal)                 # 1st individual: years 1935, 1939 are NA

    # NA in 1st, 3rd time period (years 1935, 1937) for first individual
    Grunfeld_NA <- Grunfeld
    Grunfeld_NA[c(1, 3), "year"] <- NA
    g_bal_NA <- make.pbalanced(Grunfeld_NA)
    head(g_bal_NA)        # years 1935, 1937: NA for non-index vars
    nrow(g_bal_NA)        # 200

    # pdata.frame interface
    pGrunfeld_missing_period <- pdata.frame(Grunfeld_missing_period)
    make.pbalanced(Grunfeld_missing_period)

    # pseries interface
    make.pbalanced(pGrunfeld_missing_period$inv)

    # comparison to make.pconsecutive
    g_consec <- make.pconsecutive(Grunfeld_unbalanced)
    all(is.pconsecutive(g_consec)) # TRUE
    pdim(g_consec)$balanced        # FALSE
    head(g_consec, 22)             # 1st individual:   no years 1935/6; 1939 is NA;
                                   # other indviduals: years 1935-1954, 1936 is NA
    nrow(g_consec)                 # 198 rows

    g_consec_bal <- make.pconsecutive(Grunfeld_unbalanced, balanced = TRUE)
    all(is.pconsecutive(g_consec_bal)) # TRUE
    pdim(g_consec_bal)$balanced        # TRUE
    head(g_consec_bal)                 # year 1936 is NA for all individuals
    nrow(g_consec_bal)                 # 200 rows

    head(g_bal)                        # no year 1936 at all
    nrow(g_bal)                        # 190 rows

[Package plm version 1.6-5 Index]