[R] reshape panel data

[Gabor Grothendieck]

See:

http://n4.nabble.com/panel-data-td1749549.html

On Thu, Apr 8, 2010 at 12:55 PM, Richard Saba <sabaric at auburn.edu> wrote:
> I have a data set with observations on 549 cities spanning  an 18 year
> period. However, some of cities did not report in one or more of the 18
> years. I would like to implement the procedure suggested by Wooldridge
> section 17.1.3 in his "Econometric analysis of cross section and panel data"
> to correct for attrition. For example the table below indicates that the 3rd
> and the 7th cities in the data set do not have observations for several
> years. The Wooldridge procedure requires the generation of a selection
> variable that takes on the value of 1 if the city reports in that year and 0
> otherwise. How do I assign a zero to a city when it does not have an
> observation for that year?
>
> For example. Suppose I have the following data set. The observation range
> over three years 1990-1992. But some cities did not report in some years.
>
>
> The original data looks like this:
>
> Cicoid    year       other_variables         seclection-variable
>
> 1             1990      x x x x x x x                      1
> 1             1991      xxxxxxxxxx                         1
> 2             1991      xxxxxxxxxx                         1
> 3             1990      xxxxxxxxxx                         1
> 3             1991      xxxxxxxxxx                         1
> 3             1992      xxxxxxxxxx                         1
>
> I would like to get a data set that looks like this:
>
> Cicoid    year       other_variables seclection-variable
>
> 1             1990      x x x x x x x            1
> 1             1991      xxxxxxxxxx               1
> 1             1992      .......                  0
> 2             1990      ........                 0
> 2             1991      xxxxxxxxxx               1
> 2             1992      ........                 0
> 3             1990      xxxxxxxxxx               1
> 3             1991      xxxxxxxxxx               1
> 3             1992      xxxxxxxxxx              1
>
>
> I can reshape the data using STATA with the following three simple commands:
>     xtset Cicoid year
>     tsfill ,full
>     replace selection_variable=0 if selection_variable==.
>
> I proclaim the data as a panel series identifying the ID and TIME index
> variables. Then use the time-series fill command.
>
> I have searched the help and vignettes of both the "zoo" and "plm" packages
> but cannot find the solution.
> Can anyone help? Thanks,
>
> Richard Saba
>
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