R语言面板数据回归案例
时间: 2023-10-16 09:30:29 浏览: 139
以下是一个基于面板数据回归的案例,使用的数据集是 `Grunfeld`:
```R
# 加载面板数据
library(plm)
data("Grunfeld", package = "plm")
# 将数据转换为面板数据集
pdata <- pdata.frame(Grunfeld, index = c("firm", "year"))
# 面板回归模型
model <- plm(inv ~ value + capital, data = pdata, model = "random")
# 显示模型摘要
summary(model)
```
运行此代码将得到面板数据回归的摘要信息,其中 `inv` 是因变量,`value` 和 `capital` 是自变量。`summary` 函数输出面板回归的摘要信息,包括系数、标准误、 t 值、 p 值等。此外,还会显示面板回归模型的 R 方值,表示模型的拟合优度。
此案例使用了 `plm` 包,该包提供了一些实用的函数和方法,用于面板数据的处理和面板回归模型的拟合。如果需要更深入的了解,可以查看 `plm` 包的文档和示例。
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