[R] (PLM- package) Residual-Plotting and missing Values

[Uwe Ligges]

If you havn't got a response yet, ask the package authors.

Best,
Uwe Ligges



On 01.07.2014 16:21, Katharina Mersmann wrote:
> Dear R-Community,
>
> I tried plotting the residuals of an FE-model estimated via plm .
>
> And detected that there are no residuals in the plot for the last two
> countries.
>
> I guess this happens because for some countries values are missing and R
> gives me the following for
>
>
>
>> fixed.reg1.new$resid[1]
>
>           5
>
> -0.4051985
>
>
>
> Because the first 4 elements are missing. So there are residuals different
> from zero for the last two countries, but because of NA there´s a shift
> because the residuals are not padded to the correct length.
>
>
>
> I´ve  read  in https://stat.ethz.ch/pipermail/r-help/2008-June/166312.html
> and the manual
>
> that na.action=na.exclude is useful in lm-case to avoid this:  “when
> na.exclude is used the residuals and predictions are padded to the correct
> length by inserting NAs for cases omitted by na.exclude”
>
>
>
> and tried it for my plm regression, but it does not work.
>
>
>
> Perhaps you have an Idea how to get residuals into the correct length? Or
> another way to deal with it?
>
>
>
>
>
>
>
>
>
> To make it easier explaining the way of proceeding, a reproducible example
> could be:
>
>
>
>> # add NA´s for firm 6
>
>>
>
>> data("Grunfeld", package = "plm")
>
>> Grunfeld$inv2= ifelse(Grunfeld$firm==6,NA, Grunfeld$inv)
>
>> data<- pdata.frame(Grunfeld,index=c("firm","year"))
>
>> fixed.reg1.1 <- plm(value~inv2+capital,
>
> +                data = data,na.action=na.exclude ,index=c("firm","year"),
> model="within")
>
>> #resid(fixed.reg1.1)
>
>> # no values for firm 6, no residuals displayed from 101-120
>
>> fixed.reg1.1$resid[105]
>
>       125
>
> 9.371963
>
>> require(lattice)
>
>> xyplot(resid(fixed.reg1.1) ~ firm, data=data)
>
> # As you can see because of  the NA´s of firm 6 ,there´s a shift because the
> residuals are not padded to the correct length,
>
> #  and looking at the plot suggests there are no residuals for firm 10,
> which is not true.
>
>
>
>
>
>
>
> Thanks in advance for your help!
>
> Have a nice day Katie
>
>
>
>
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