GCCfactor (version 1.0.1)

panel2list: data.frame to list of data matrices

Description

This function converts the data.frame to a list of data matrices and finds the dimensions of the multilevel panel.

Usage

panel2list(
  panel,
  depvar_header = NULL,
  i_header = NULL,
  j_header = NULL,
  t_header = NULL
)

Value

A list containing the data matrices of the \(R\) blocks. Each of them has dimension \(T\times N_{i}\).

Arguments

panel

The user-supplied data frame for the multilevel panel data. See Details.

depvar_header

A character string specifying the header of the dependent variable. See Details.

i_header

A character string specifying the header of the block identifier. See Details.

j_header

A character string specifying the header of the individual identifier. See Details.

t_header

A character string specifying the header of the time identifier. See Details.

Details

See the details of GCC().

Examples

panel <- UKhouse # load the data

# panel$Region identifies different blocks i=1,...,R.
# panel$LPA_Type identifies different individuals j=1,...,N_i.

Y_list<- panel2list(panel, depvar_header = "dlPrice", i_header = "Region",
                                       j_header = "LPA_Type", t_header = "Date")