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首先这是非面板,先建立返回回归向量的函数,再做回归,这个可以用
betas<-function(formula,data,indices){
d<-data[indices,]
fit<-lm(formula,data=d)
return(fit$coef)
}
results<-boot(data=paneldata,statistic=betas,R=500,formula=c~q+pf+lf)
print(results)
boot.ci(results,type="bca",index=2)
然后按照同样的方法扩展到面板为什么就不行了呢?
betas<-function(formula,data,indices){
d<-data[indices,]
fit<-plm(formula,data=d,model="within" ,index=c("id","year"))
return(fit$coef)
}
results<-boot(data=paneldata,statistic=betas,R=500,formula=c~q+pf+lf)
print(results)
boot.ci(results,type="bca",index=2)
出的结果还是非面板的结果,应该是建立返回回归向量的公式有问题,报错如下
Error in pdim.default(index[[1]], index[[2]]) :
duplicate couples (id-time) In addition: Warning messages:
1: In pdata.frame(data, index) :
duplicate couples (id-time) in resulting pdata.frame
to find out which, use e.g. table(index(your_pdataframe), useNA = "ifany")
2: In is.pbalanced.default(index[[1]], index[[2]]) :
duplicate couples (id-time)
3: In is.pbalanced.default(index[[1]], index[[2]]) :
duplicate couples (id-time)
以及boot.ci(results,type="bca",index=2) ,index=2是什么意思?到这里获得了置信区间,之后怎么办呢?怎么得到其他需要的参数?Z统计值,P值,显著性什么的?
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