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panel data regression in r

廢話不多說,直接附上code
影片含有程式碼詳細解說,若有誤再煩請告知,謝謝/images/emoticon/emoticon25.gif

library(plm)
data("Produc")
panel_data = pdata.frame(Produc, index = c("state","year"))

#選模型: within(固定),random(隨機)  
#選依據: individual,time,twoways
固定 <- plm(pcap ~ pc , 
         model = c("within"), effect = c("time"),
         data = panel_data)

隨機 <- plm(pcap ~ pc , 
         model = c("random"), effect = c("time"),
         data = panel_data)

phtest(固定, 隨機)#<0.05 用within
model <- plm(pcap ~ pc , 
             model = c("within"),
             effect = c("time"),
             data = panel_data)
summary(model)

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