经典的面板数据集(R语言包plm)
R語言包plm內置的面板數據集
- 1 Cigarette Consumption
- 2 Crime in North Carolina
- 3 Gasoline Consumption
- 4 Grunfeld's Investment Data
- 5 Wages and Hours Worked
- 6 Wages and Education of Young Males
- 7 Purchasing Power Parity and other parity relationships
- 8 US States Production
- 9 Production of Rice in Indonesia
- 10 Employment and Wages in Spain
- 11 The Penn World Table, v. 5
- 12 Panel Data of Individual Wages
（注意：本博客關于數據的描述全部來自于R語言內置幫助文件，僅供自己學習使用）
1 Cigarette Consumption
data(Cigar)Description
a panel of 46 observations from 1963 to 1992
Format
A data frame containing :
state
state abbreviation
year
the year
price
price per pack of cigarettes
pop
population
pop16
population above the age of 16歲以上人口總數
cpi
consumer price index (1983=100) 消費者價格指數
ndi
per capita disposable income 人均可支配收入
sales
cigarette sales in packs per capita 人均卷煙銷售量（包）
pimin
minimum price in adjoining states per pack of cigarettes 相鄰州每包香煙的最低價格
Details
total number of observations : 1380
observation : regional
country : United States
Source
Online complements to Baltagi (2001):
https://www.wiley.com/legacy/wileychi/baltagi/
Online complements to Baltagi (2013):
https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452
References
Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.
Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.
Baltagi B, Levin D (1992). “Cigarette taxation: Raising revenues and reducing consumption.” Structural Change and Economic Dynamics, 3(2), 321-335. https://EconPapers.repec.org/RePEc:eee:streco??3:y:1992:i:2:p:321-335.
Baltagi BH, Griffin JM, Xiong W (2000). “To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand.” The Review of Economics and Statistics, 82(1), 117-126. doi: 10.1162/003465300558551, https://doi.org/10.1162/003465300558551.
2 Crime in North Carolina
data(Crime)Description
a panel of 90 observational units (counties) from 1981 to 1987
Format
A data frame containing :
county
county identifier
year
year from 1981 to 1987
crmrte
crimes committed per person
prbarr
‘probability’ of arrest
prbconv
‘probability’ of conviction
prbpris
‘probability’ of prison sentence
avgsen
average sentence, days
polpc
police per capita
density
people per square mile
taxpc
tax revenue per capita
region
factor. One of ‘other’, ‘west’ or ‘central’.
smsa
factor. (Also called “urban”.) Does the individual reside in a SMSA (standard metropolitan statistical area)?
pctmin
percentage minority in 1980
wcon
weekly wage in construction
wtuc
weekly wage in transportation, utilities, communications
wtrd
weekly wage in wholesale and retail trade
wfir
weekly wage in finance, insurance and real estate
wser
weekly wage in service industry
wmfg
weekly wage in manufacturing
wfed
weekly wage in federal government
wsta
weekly wage in state government
wloc
weekly wage in local government
mix
offence mix: face-to-face/other
pctymle
percentage of young males (between ages 15 to 24)
lcrmrte
log of crimes committed per person
lprbarr
log of ‘probability’ of arrest
lprbconv
log of ‘probability’ of conviction
lprbpris
log of ‘probability’ of prison sentence
lavgsen
log of average sentence, days
lpolpc
log of police per capita
ldensity
log of people per square mile
ltaxpc
log of tax revenue per capita
lpctmin
log of percentage minority in 1980
lwcon
log of weekly wage in construction
lwtuc
log of weekly wage in transportation, utilities, communications
lwtrd
log of weekly wage in wholesale and retail trade
lwfir
log of weekly wage in finance, insurance and real estate
lwser
log of weekly wage in service industry
lwmfg
log of weekly wage in manufacturing
lwfed
log of weekly wage in federal government
lwsta
log of weekly wage in state government
lwloc
log of weekly wage in local government
lmix
log of offence mix: face-to-face/other
lpctymle
log of percentage of young males (between ages 15 to 24)
Details
total number of observations : 630
observation : regional
country : United States
The variables l* (lcrmrte, lprbarr, …) contain the pre-computed logarithms of the base variables as found in the original data set. Note that these values slightly differ from what R’s log() function yields for the base variables. In order to reproduce examples from the literature, the pre-computed logs need to be used, otherwise the results differ slightly.
Source
Journal of Applied Econometrics Data Archive (complements Baltagi (2006)):
http://qed.econ.queensu.ca/jae/2006-v21.4/baltagi/
Online complements to Baltagi (2001):
https://www.wiley.com/legacy/wileychi/baltagi/
Online complements to Baltagi (2013):
https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452
See also Journal of Applied Econometrics data archive entry for Baltagi (2006) at http://qed.econ.queensu.ca/jae/2006-v21.4/baltagi/.
References
Cornwell C, Trumbull WN (1994). “Estimating the economic model of crime with panel data.” Review of Economics and Statistics, 76, 360–366.
Baltagi BH (2006). “Estmating an economic model of crime using panel data from North Carolina.” Journal of Applied Econometrics, 21(4).
Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.
Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.
3 Gasoline Consumption
data(Gasoline)Description
A panel of 18 observations from 1960 to 1978
Format
A data frame containing :
country
a factor with 18 levels
year
the year
lgaspcar
logarithm of motor gasoline consumption per car
lincomep
logarithm of real per-capita income
lrpmg
logarithm of real motor gasoline price
lcarpcap
logarithm of the stock of cars per capita
Details
total number of observations : 342
observation : country
country : OECD
Source
Online complements to Baltagi (2001):
https://www.wiley.com/legacy/wileychi/baltagi/
Online complements to Baltagi (2013):
https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452
References
Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.
Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.
Baltagi BH, Griffin JM (1983). “Gasoline demand in the OECD: An application of pooling and testing procedures.” European Economic Review, 22(2), 117 - 137. ISSN 0014-2921, https://www.sciencedirect.com/science/article/pii/0014292183900776.
4 Grunfeld’s Investment Data
data(Grunfeld)Description
A balanced panel of 10 observational units (firms) from 1935 to 1954
Format
A data frame containing :
firm
observation
year
date
inv
gross Investment
value
value of the firm
capital
stock of plant and equipment
Details
total number of observations : 200
observation : production units
country : United States
Note
The Grunfeld data as provided in package plm is the same data as used in Baltagi (2001), see Examples below.
NB:
Various versions of the Grunfeld data circulate online. Also, various text books (and also varying among editions) and papers use different subsets of the original Grunfeld data, some of which contain errors in a few data points compared to the original data used by Grunfeld (1958) in his PhD thesis. See Kleiber/Zeileis (2010) and its accompanying website for a comparison of various Grunfeld data sets in use.
Source
Online complements to Baltagi (2001):
https://www.wiley.com/legacy/wileychi/baltagi/
https://www.wiley.com/legacy/wileychi/baltagi/supp/Grunfeld.fil
Online complements to Baltagi (2013):
https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452
References
Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.
Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.
Grunfeld Y (1958). The determinants of corporate investment. Ph.D. thesis, Department of Economics, University of Chicago.
Kleiber C, Zeileis A (2010). “The Grunfeld Data at 50.” German Economic Review, 11, 404-417. https://doi.org/10.1111/j.1468-0475.2010.00513.x.
website accompanying the paper with various variants of the Grunfeld data: https://www.zeileis.org/grunfeld/.
5 Wages and Hours Worked
data(LaborSupply)Description
A panel of 532 observations from 1979 to 1988
Format
A data frame containing :
lnhr
log of annual hours worked
lnwg
log of hourly wage
kids
number of children
age
age
disab
bad health
id
id
year
year
Details
number of observations : 5320
Source
Online complements to Ziliak (1997).
Journal of Business Economics and Statistics web site: https://amstat.tandfonline.com/loi/ubes20/.
References
Colin Cameron A, K. Trivedi P (2005). Microeconometrics: Methods and Applications. Cambridge University Press. ISBN 0521848059, doi: 10.1017/CBO9780511811241.
Ziliak JP (1997). “Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators.” Journal of Business & Economic Statistics, 15(4), 419–431. ISSN 07350015.
6 Wages and Education of Young Males
data(Males)Description
A panel of 545 observations from 1980 to 1987
Format
A data frame containing :
nr
identifier
year
year
school
years of schooling
exper
years of experience (computed as age-6-school)
union
wage set by collective bargaining?
ethn
a factor with levels black, hisp, other
married
married?
health
health problem?
wage
log of hourly wage
industry
a factor with 12 levels
occupation
a factor with 9 levels
residence
a factor with levels rural_area, north_east, northern_central, south
Details
total number of observations : 4360
observation : individuals
country : United States
Source
Journal of Applied Econometrics data archive http://qed.econ.queensu.ca/jae/1998-v13.2/vella-verbeek/.
References
Vella F, Verbeek M (1998). “Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men.” Journal of Applied Econometrics, 13, 163–183.
Verbeek M (2004). A Guide to Modern Econometrics, 2nd edition. Wiley.
7 Purchasing Power Parity and other parity relationships
data(Parity )Description
A panel of 104 quarterly observations from 1973Q1 to 1998Q4
Format
A data frame containing :
country
country codes: a factor with 17 levels
time
the quarter index, 1973Q1-1998Q4
ls
log spot exchange rate vs. USD
lp
log price level
is
short term interest rate
il
long term interest rate
ld
log price differential vs. USA
uis
U.S. short term interest rate
uil
U.S. long term interest rate
Details
total number of observations : 1768
observation : country
country : OECD
Source
Coakley J, Fuertes A, Smith R (2006). “Unobserved heterogeneity in panel time series models.” Computational Statistics & Data Analysis, 50(9), 2361–2380.
References
Coakley J, Fuertes A, Smith R (2006). “Unobserved heterogeneity in panel time series models.” Computational Statistics & Data Analysis, 50(9), 2361–2380.
Driscoll JC, Kraay AC (1998). “Consistent covariance matrix estimation with spatially dependent panel data.” Review of economics and statistics, 80(4), 549–560.
8 US States Production
data(Produc)Description
A panel of 48 observations from 1970 to 1986
Format
A data frame containing :
state
the state
year
the year
region
the region
pcap
public capital stock
hwy
highway and streets
water
water and sewer facilities
util
other public buildings and structures
pc
private capital stock
gsp
gross state product
emp
labor input measured by the employment in non–agricultural payrolls
unemp
state unemployment rate
Details
total number of observations : 816
observation : regional
country : United States
Source
Online complements to Baltagi (2001):
https://www.wiley.com/legacy/wileychi/baltagi/
Online complements to Baltagi (2013):
https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452
References
Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.
Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.
Baltagi BH, Pinnoi N (1995). “Public capital stock and state productivity growth: further evidence from an error components model.” Empirical Economics, 20, 351-359.
Munnell A (1990). “Why Has Productivity Growth Declined? Productivity and Public Investment.” New England Economic Review, 3–22.
9 Production of Rice in Indonesia
data(RiceFarms)Description
a panel of 171 observations
Format
A dataframe containing :
id
the farm identifier
size
the total area cultivated with rice, measured in hectares
status
land status, on of ‘owner’ (non sharecroppers, owner operators or leaseholders or both), ‘share’ (sharecroppers), ‘mixed’ (mixed of the two previous status)
varieties
one of ‘trad’ (traditional varieties), ‘high’ (high yielding varieties) and ‘mixed’ (mixed varieties)
bimas
bIMAS is an intensification program; one of ‘no’ (non-bimas farmer), ‘yes’ (bimas farmer) or ‘mixed’ (part but not all of farmer’s land was registered to be in the bimas program)
seed
seed in kilogram
urea
urea in kilogram
phosphate
phosphate in kilogram
pesticide
pesticide cost in Rupiah
pseed
price of seed in Rupiah per kg
purea
price of urea in Rupiah per kg
pphosph
price of phosphate in Rupiah per kg
hiredlabor
hired labor in hours
famlabor
family labor in hours
totlabor
total labor (excluding harvest labor)
wage
labor wage in Rupiah per hour
goutput
gross output of rice in kg
noutput
net output, gross output minus harvesting cost (paid in terms of rice)
price
price of rough rice in Rupiah per kg
region
one of ‘wargabinangun’, ‘langan’, ‘gunungwangi’, ‘malausma’, ‘sukaambit’, ‘ciwangi’
Details
number of observations : 1026
observation : farms
country : Indonesia
Source
Feng Q, Horrace WC (2012). “Alternative technical efficiency measures: Skew, bias and scale.” Journal of Applied Econometrics, 27(2), 253-268. doi: 10.1002/jae.1190, https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.1190, https://onlinelibrary.wiley.com/doi/abs/10.1002/jae.1190.
10 Employment and Wages in Spain
data(Snmesp)Description
A panel of 738 observations from 1983 to 1990
Format
A data frame containing:
firm
firm index
year
year
n
log of employment
w
log of wages
y
log of real output
i
log of intermediate inputs
k
log of real capital stock
f
real cash flow
Details
total number of observations: 5904
observation: firms
country: Spain
Source
Journal of Business Economics and Statistics data archive:
https://amstat.tandfonline.com/loi/ubes20/.
References
Alonso-Borrego C, Arellano M (1999). “Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.” Journal of Business and Economic Statistics, 17(1), 36-49.
11 The Penn World Table, v. 5
data(SumHes)Description
A panel of 125 observations from 1960 to 1985
Format
A data frame containing :
year
the year
country
the country name (factor)
opec
OPEC member?
com
communist regime?
pop
country’s population (in thousands)
gdp
real GDP per capita (in 1985 US dollars)
sr
saving rate (in percent)
Details
total number of observations : 3250
observation : country
country : World
Source
Online supplements to Hayashi (2000).
http://fhayashi.fc2web.com/datasets.htm
References
Hayashi F (2000). Econometrics. Princeton University Press.
Summers R, Heston A (1991). “The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950a€“1988.” The Quarterly Journal of Economics, 106, 327-68. doi: 10.2307/2937941.
12 Panel Data of Individual Wages
data(Wages)Description
A panel of 595 individuals from 1976 to 1982, taken from the Panel Study of Income Dynamics (PSID).
The data are organized as a stacked time series/balanced panel, see Examples on how to convert to a pdata.frame.
Format
A data frame containing:
exp
years of full-time work experience.
wks
weeks worked.
bluecol
blue collar?
ind
works in a manufacturing industry?
south
resides in the south?
smsa
resides in a standard metropolitan statistical area?
married
married?
sex
a factor with levels “male” and “female”
union
individual’s wage set by a union contract?
ed
years of education.
black
is the individual black?
lwage
logarithm of wage.
Details
total number of observations : 4165
observation : individuals
country : United States
Source
Online complements to Baltagi (2001):
https://www.wiley.com/legacy/wileychi/baltagi/
Online complements to Baltagi (2013):
https://bcs.wiley.com/he-bcs/Books?action=resource&bcsId=4338&itemId=1118672321&resourceId=13452
References
Baltagi BH (2001). Econometric Analysis of Panel Data, 3rd edition. John Wiley and Sons ltd.
Baltagi BH (2013). Econometric Analysis of Panel Data, 5th edition. John Wiley and Sons ltd.
Cornwell C, Rupert P (1988). “Efficient Estimation With Panel Data: an Empirical Comparison of Instrumental Variables Estimators.” Journal of Applied Econometrics, 3, 149–155.
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