Detrends the input data by the predicted values based on the slope parameters within each group
specified by id. The result is equal to the transformed data used for estimation in
feis.
detrend(
data,
slopes,
id = NULL,
intercept = TRUE,
na.action = c("na.exlude", "na.omit"),
tol = .Machine$double.eps,
predicted = FALSE,
...
)a data.frame, matrix, or vector of data to be detrended. If id
and / or slopes are given as character (see below), must contain id and / or
slopes as variable(s). Otherwise must be excluded.
a data.frame, matrix, or vector of slopes to be used for detrending,
not containing an intercept. Optionally, a character vector of the names of slope variables
in data. For pure de-meaning use "slopes = 1".
a vector of a unique group / person identifier. Optionally, a character
of the name of the unique group / person identifier in data. For overall detrending,
use "id = 1".
logical. If TRUE the slopes will contain an individual
intercept (default is TRUE). For "id = 1", this is an overall intercept.
Ignored if "slopes = 1".
character, either na.exclude (default) or na.omit indicates the use
of NAs. na.exclude passes NAs through to the output (same length as input).
na.omit drops NA rows (list-wise).
the tolerance for detecting linear dependencies in the residual maker transformation
(see solve).
logical. If TRUE returns the predicted values instead of the
detrended data (default is FALSE).
further arguments.
An object of class "data.frame" or "numeric (if only one data column),
containing the detrended data with row.names equal
to the row.names of the origin data. If input is an unnamed vector, names are 1:length.
detrend performs within-group "residual maker" transformation on the origin data.
Within each group, the predicted values of the columns in data are computed based on the
slope columns plus an individual intercept if intercept = TRUE (the default).
Subsequently the predicted values are subtracted from the origin data. The transformed
data can, for instance, be used to obtain coefficients of a fixed effects individual slopes
estimator via lm
Bruderl.2015.387,Ruttenauer.2020,Wooldridge.2010.384feisr.
Estimation requires at least q+1 observations per unit, where q is the number of slope
parameters (including a constant).
detrend automatically selects only those groups from the current data set which have
at least q+1 observations, and returns NA for all groups with n_i < q+1.
NA values in the input data are handled by list-wise deletion based on the data to be
detrended and the slopes.
# NOT RUN {
data("mwp", package = "feisr")
# Detrend entire data.frame
mwp_det <- detrend(data = mwp, slopes = c("exp", "expq"), id = "id")
# Detrend single variable
lnw_det <- detrend(data = mwp$lnw, slopes = mwp[, c("exp", "expq")], id = mwp$id)
# }
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