R: data.frame for panel data

pdata.frame {plm} | R Documentation

## data.frame for panel data

### Description

An object of class 'pdata.frame' is a data.frame with an index attribute that describes its individual and time dimensions.

### Usage

    pdata.frame(x, index = NULL, drop.index = FALSE, row.names = TRUE,
                   stringsAsFactors = default.stringsAsFactors())
    ## S3 method for class 'pdata.frame'
    x[i, j, drop]
    ## S3 method for class 'pdata.frame'
    x[[y]]
    ## S3 method for class 'pdata.frame'
    x$y
    ## S3 method for class 'pdata.frame'
    print(x, ...)
    ## S3 method for class 'pdata.frame'
    as.data.frame(x, row.names = NULL, optional = FALSE, ...)
    ## S3 method for class 'pdata.frame'
    as.list(x, keep.attributes = FALSE, ...)

### Arguments

`x` | a `data.frame` for the `pdata.frame` function and a `pdata.frame` for the methods,
`i` | see `Extract`,
`j` | see `Extract`,
`y` | one of the columns of the `data.frame`,
`index` | this argument indicates the individual and time indexes. See Details,
`drop` | see `Extract`,
`drop.index` | logical, indicates whether the indexes are to be excluded from the resulting pdata.frame,
`optional` | see `as.data.frame`,
`row.names` | `NULL` or logical, indicates whether “fancy” row names (a combination of individual index and time index) are to be added to the returned (p)data.frame (`NULL` and `FALSE` have the same meaning),
`stringsAsFactors` | logical, indicating whether character vectors are to be converted to factors,
`keep.attributes` | logical, only for as.list, indicating the elements of the returned list should have the pdata.frame's attributes added (default: FALSE),
`...` | further arguments

### Details

The `index` argument indicates the dimensions of the panel. It can be:

- a vector of two character strings which contains the names of the individual and of the time indexes,

- a character string which is the name of the individual index variable. In this case, the time index is created automatically and a new variable called “time” is added, assuming consecutive and ascending time periods in the order of the original data,

- an integer, the number of individuals. In this case, the data need to be a balanced panel and be organized as a stacked time series (successive blocks of individuals, each block being a time series for the respective individual) assuming consecutive and ascending time periods in the order of the original data. Two new variables are added: “time” and “id” which contain the individual and the time indexes.

The `"[["` and `"$"` extract a series from the `pdata.frame`. The `"index"` attribute is then added to the series and a class attribute `"pseries"` is added. The `"["` method behaves as for `data.frame`, except that the extraction is also applied to the `index` attribute. `as.data.frame` removes the index from the `pdata.frame` and adds it to each column.

`as.list` behaves by default identical to `as.list.data.frame` which means it drops the attributes specific to a pdata.frame; if a list of pseries is wanted, the attribute `keep.attributes` can to be set to `TRUE`. This also makes `lapply` work as expected on a pdata.frame (see also Examples).

### Value

a `pdata.frame` object: this is a `data.frame` with an `index` attribute which is a `data.frame` with two variables, the individual and the time indexes, both being factors. The resulting pdata.frame is sorted by the individual index, then by the time index. Any constant columns and all-NA columns are dropped.

### Author(s)

Yves Croissant

### See Also

`pdim` to check the dimensions of a 'pdata.frame' (and other objects), `pvar` to check for each variable if it varies cross-sectionally and over time. To check if the time periods are consecutive per individual, see `is.pconsecutive`.

### Examples

    # Gasoline contains two variables which are individual and time indexes
    data("Gasoline", package = "plm")
    Gas <- pdata.frame(Gasoline, index = c("country", "year"), drop = TRUE)

    # Hedonic is an unbalanced panel, townid is the individual index
    data("Hedonic", package = "plm")
    Hed <- pdata.frame(Hedonic, index = "townid", row.names = FALSE)

    # In case of balanced panel, it is sufficient to give number of individuals
    # data set 'Wages' is organized as a stacked time series
    data("Wages", package = "plm")
    Wag <- pdata.frame(Wages, 595)

    # lapply on a pdata.frame by making it a list of pseries first
    lapply(as.list(Wag[ , c("ed", "lwage")], keep.attributes = TRUE), lag)

[Package plm version 1.6-5 Index]