SASmixed (version 0.1-7)

Demand: Per-capita demand deposits by state and year

Description

The Demand data frame has 77 rows and 8 columns of data on per-capita demand deposits by state and year.

source

Littel, R. C., Milliken, G. A., Stroup, W. W., and Wolfinger, R. D. (1996), SAS System for Mixed Models, SAS Institute (Data Set 1.2.4).

Feige, E. L. (1964), The Demand for Liquid Assets: A Temporal Cross-Sectional Analysis., Prentice Hall.

Examples

data(Demand)
names( Demand )
formula( Demand )
# the "grp" factor is a dummy factor with only one level.
unique( Demand$grp )
# Crossed random-effects factors have to be created by pdIdent
#  applied to the indicator variables and joined by pdBlocked.
fm1Demand <-
  lme( log(d) ~ log(y) + log(rd) + log(rt) + log(rs), data = Demand,
  random = list(grp = pdBlocked(list(pdIdent(~ State - 1),
                                     pdIdent(~ Year - 1)))))
summary( fm1Demand )        # compare to output 3.13, p. 132
VarCorr( fm1Demand )