Dear listserv members,

 

In Croissant (2008) “Panel Data Econometrics in R: The plm Package” the
authors seem to indicate that the nlme package for R cannot correctly handle
unbalanced panel data: “Moreover, economic panel datasets often happen to be
unbalanced (i.e., they have a different number of observations between
groups), which case needs some adaptation to the methods and is not
compatible with those in nlme” (pg. 2, Croissant 2008).  However in Pinhiero
and Bates (2000, pg 24) the authors state that the lme() does generate
sensible Ml and REML estimates for unbalanced data.  

 

I would greatly appreciate any insight into how and when the nlme package or
functions within it do not produce sensible / accurate results.

 

Sincerely,

Anthony Pezzola

 

 

-----------------------------------------------

Anthony A. Pezzola
apezzola@uc.cl
(02) 354-7823
Profesor de Ciencia Política
Instituto de Ciencia Política
Pontificia Universidad Católica de Chile
Santiago de Chile



We looked at the equations on the whiteboard.  After awhile, I finally asked
if they made sense to him and he said no, "I think they're just there to
keep the riffraff out."




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