[R] Error: invalid type (closure) for the variable 'time' - object specific trend
Tobias Christoph
s3tochri at uni-bayreuth.de
Sat May 13 13:07:41 CEST 2017
Hey Peter,
thank you. Yes, I want to have "year" in the varibale.
But if I use "*town*year*" as a furmula, R will create new factor
variable with n levels, where n = (num of towns) x (num of years). What
I'm trying to do is create 50 (town x year) variables such that
town1xyear is 1,2,3... when town== 1 and zero otherwise, repeat for
town2xyear, where state == 2, etc.
It is now clear? Sorry for my bad explanations.
Toby
Am 12.05.2017 um 23:23 schrieb peter dalgaard:
>> On 12 May 2017, at 16:40 , Tobias Christoph <s3tochri at uni-bayreuth.de> wrote:
>>
>> Hey guys,
>>
>> thanks a lot for your tips. The regression is finally running. As you
>> said, I had to integrate the column "year" in the function "time" in R.
>>
>> So I used the following formula: *plm(log(revenue) ~ log(supply) +
>> factor(town)*time(year), data=R_Test_log_Neu)*
> Um, that might not do what I think you think it does. time() gives you the "vector of times at which a time series was sampled". If you feed it any regular vector, it just gives the numbers 1:n, witness
>
>> time(rnorm(20))
> [1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
> attr(,"tsp")
> [1] 1 20 1
>
> I suspect you just want "year" in the formula.
>
>> So I have now sucessfully added a linear trend to my regression model?
>> Another question that concernes me is how to add a quadratic trend
>> instead of a linear trend. Can I just square the column "year"?
> In principle, yes, but as others have pointed out, centering the variable may be a good idea, for numerical stability.
>
> -pd
>
>> Enjoy your weekend,
>>
>> Toby
>>
>> _My results see below:_
>>
>> Balanced Panel: n=11, T=12, N=132
>>
>> Residuals :
>> Min. 1st Qu. Median 3rd Qu. Max.
>> -0.09610 -0.02370 -0.00152 0.01980 0.14000
>>
>> Coefficients :
>> Estimate Std. Error t-value Pr(>|t|)
>> log(supply) -0.0080702 0.0133675 -0.6037 0.547411
>> factor(town)2:time(year) -0.0063245 0.0053744 -1.1768 0.242100
>> factor(town)3:time(year) 0.0295522 0.0056776 5.2050 1.053e-06 ***
>> factor(town)4:time(year) 0.0062191 0.0054152 1.1485 0.253549
>> factor(town)5:time(year) 0.0159028 0.0054954 2.8939 0.004681 **
>> factor(town)6:time(year) 0.0237112 0.0055395 4.2804 4.316e-05 ***
>> factor(town)7:time(year) 0.0410007 0.0055734 7.3565 5.576e-11 ***
>> factor(town)8:time(year) 0.0239085 0.0053751 4.4480 2.271e-05 ***
>> factor(town)9:time(year) 0.0242342 0.0056855 4.2625 4.619e-05 ***
>> factor(town)10:time(year) 0.0105890 0.0053302 1.9866 0.049733 *
>> factor(town)11:time(year) 0.0095270 0.0056354 1.6906 0.094065 .
>> ---
>> Signif. codes: 0 �***� 0.001 �**� 0.01 �*� 0.05 �.� 0.1 � � 1
>>
>> Total Sum of Squares: 0.46388
>> Residual Sum of Squares: 0.2001
>> R-Squared: 0.56863
>> Adj. R-Squared: 0.4292
>> F-statistic: 11.8637 on 11 and 99 DF, p-value: 7.3065e-14
>>
>>
>>
>> Am 11.05.2017 um 23:17 schrieb David L Carlson:
>>> What Rui said, but as important, you have four columns in your data called "town", "year", "revenue", and "supply". You do not have a column called "time".
>>>
>>> -------------------------------------
>>> David L Carlson
>>> Department of Anthropology
>>> Texas A&M University
>>> College Station, TX 77840-4352
>>>
>>> -----Original Message-----
>>> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Rui Barradas
>>> Sent: Thursday, May 11, 2017 3:36 PM
>>> To: Tobias Christoph <s3tochri at uni-bayreuth.de>; Duncan Murdoch <murdoch.duncan at gmail.com>; r-help at r-project.org
>>> Subject: Re: [R] Error: invalid type (closure) for the variable 'time' - object specific trend
>>>
>>> Hello,
>>>
>>> A closure is, like you say, a function.
>>> At an R prompt try:
>>>
>>>> typeof(time)
>>> [1] "closure"
>>>
>>> So like Duncan suggested rename 'time', for instance capitalize it
>>> 'Time'. That should do it.
>>>
>>> Hope this helps,
>>>
>>> Rui Barradas
>>>
>>>
>>>
>>> Em 11-05-2017 21:20, Tobias Christoph escreveu:
>>>> Hey Duncan,
>>>>
>>>> thank you very much for your quick reply.
>>>>
>>>> _My data used:_
>>>>
>>>> 1st column(town):1,1,1,1,1,1,1,1,1,1,1,1,2,2,2,...........,11
>>>>
>>>> 2nd column(year):1,2,3,4,5,6,7,8,9,10,11,12,1,2,3.......,12
>>>>
>>>> 3rd column (revenue):
>>>>
>>>> 4th colum (supply):
>>>>
>>>> I have now renamed my colums and did the regression again. Now there is
>>>> a problem with R-squared, as it is the sum of 1 now with no given std.
>>>> error and t-value. This is probably due to the fact, that I try to
>>>> estimate more parameters than data.
>>>>
>>>> To add a linear trend I found the following formular:*lm(y ~ x1 +
>>>> factor(ccode)*time, data=df)*
>>>>
>>>> I try to I decode it for and use it for my regression: *plm(log(revenue)
>>>> ~ log(supply) + factor(town)*time, data=R_Test_log_Neu)*
>>>>
>>>> When I do this regression I will get the original error: "invalid type
>>>> (closure) for the variable 'time' - object specific trend"
>>>>
>>>> With the notation"time" not my colum is meant, but probably the command
>>>> "time" in R.
>>>>
>>>> Can you follow my thoughts?
>>>>
>>>> Tobi
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> Am 11.05.2017 um 17:23 schrieb Duncan Murdoch:
>>>>> Duncan Murdoch
>>>> ______________________________________________
>>>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide
>>>> http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code.
>>> ______________________________________________
>>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>> [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
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