plm (version 1.6-5)

pdata.frame: data.frame for panel data

Description

An object of class 'pdata.frame' is a data.frame with an index attribute that describes its individual and time dimensions.

Usage

pdata.frame(x, index = NULL, drop.index = FALSE, row.names = TRUE, stringsAsFactors = default.stringsAsFactors())
"["(x, i, j, drop)
"[["(x, y)
"$"(x, y)
"print"(x, ...)
"as.data.frame"(x, row.names = NULL, optional = FALSE, ...)
"as.list"(x, keep.attributes = FALSE, ...)

Arguments

x

a data.frame for the pdata.frame function and a pdata.frame for the methods,

i

see Extract,

j

see Extract,

y

one of the columns of the data.frame,

index

this argument indicates the individual and time indexes. See Details,

drop

see Extract,

drop.index

logical, indicates whether the indexes are to be excluded from the resulting pdata.frame,

optional

see as.data.frame,

row.names

NULL or logical, indicates whether ``fancy'' row names (a combination of individual index and time index) are to be added to the returned (p)data.frame (NULL and FALSE have the same meaning),

stringsAsFactors

logical, indicating whether character vectors are to be converted to factors,

keep.attributes

logical, only for as.list, indicating the elements of the returned list should have the pdata.frame's attributes added (default: FALSE),

...

further arguments

Value

a pdata.frame object: this is a data.frame with an index attribute which is a data.frame with two variables, the individual and the time indexes, both being factors. The resulting pdata.frame is sorted by the individual index, then by the time index. Any constant columns and all-NA columns are dropped.

Details

The index argument indicates the dimensions of the panel. It can be:

• a vector of two character strings which contains the names of the individual and of the time indexes,
• a character string which is the name of the individual index variable. In this case, the time index is created automatically and a new variable called ``time'' is added, assuming consecutive and ascending time periods in the order of the original data,
• an integer, the number of individuals. In this case, the data need to be a balanced panel and be organized as a stacked time series (successive blocks of individuals, each block being a time series for the respective individual) assuming consecutive and ascending time periods in the order of the original data. Two new variables are added: ``time'' and ``id'' which contain the individual and the time indexes.

The "[[" and "$" extract a series from the pdata.frame. The "index" attribute is then added to the series and a class attribute "pseries" is added. The "[" method behaves as for data.frame, except that the extraction is also applied to the index attribute. as.data.frame removes the index from the pdata.frame and adds it to each column.

as.list behaves by default identical to as.list.data.frame which means it drops the attributes specific to a pdata.frame; if a list of pseries is wanted, the attribute keep.attributes can to be set to TRUE. This also makes lapply work as expected on a pdata.frame (see also Examples).

See Also

pdim to check the dimensions of a 'pdata.frame' (and other objects), pvar to check for each variable if it varies cross-sectionally and over time. To check if the time periods are consecutive per individual, see is.pconsecutive.

Examples

# Gasoline contains two variables which are individual and time indexes
data("Gasoline", package = "plm")
Gas <- pdata.frame(Gasoline, index = c("country", "year"), drop = TRUE)

# Hedonic is an unbalanced panel, townid is the individual index
data("Hedonic", package = "plm")
Hed <- pdata.frame(Hedonic, index = "townid", row.names = FALSE)

# In case of balanced panel, it is sufficient to give number of individuals 
# data set 'Wages' is organized as a stacked time series
data("Wages", package = "plm")
Wag <- pdata.frame(Wages, 595)

# lapply on a pdata.frame by making it a list of pseries first
lapply(as.list(Wag[ , c("ed", "lwage")], keep.attributes = TRUE), lag)