index {plm} | R Documentation |
This function extracts the information about the structure of the individual and time dimensions of panel data. Grouping information can also be extracted if the panel data were created with a grouping variable.
## S3 method for class 'pindex' index(x, which = NULL, ...) ## S3 method for class 'pdata.frame' index(x, which = NULL, ...) ## S3 method for class 'pseries' index(x, which = NULL, ...) ## S3 method for class 'panelmodel' index(x, which = NULL, ...)
x |
an object of class |
which |
the index(es) to be extracted (see details), |
... |
further arguments. |
Panel data are stored in a "pdata.frame"
which has an
"index"
attribute. Fitted models in "plm"
have a
"model"
element which is also a "pdata.frame"
and
therefore also has an "index"
attribute. Finally, each series,
once extracted from a "pdata.frame"
, becomes of class
"pseries"
, which also has this "index"
attribute.
"index"
methods are available for all these objects.
The argument "which"
indicates
which index should be extracted. If which = NULL
, all indexes are
extracted. "which"
can also be a vector of length 1, 2, or 3 (3 only if the
pdata frame was constructed with an additional group index) containing either
characters (the names of the individual variable and/or of the
time variable and/or the group variable or "id"
and "time"
) and "group"
or integers (1 for the individual index, 2 for the time index, and 3 for the group
index (the latter only if the pdata frame was constructed with such).)
A vector or an object of class c("pindex", "data.frame")
containing either
one index, individual and time index, or (any combination of) individual, time
and group indexes.
Yves Croissant
data("Grunfeld", package = "plm") Gr <- pdata.frame(Grunfeld, index = c("firm", "year")) m <- plm(inv ~ value + capital, data = Gr) index(Gr, "firm") index(Gr, "time") index(Gr$inv, c(2, 1)) index(m, "id") # with additional group index data("Produc", package = "plm") pProduc <- pdata.frame(Produc, index = c("state", "year", "region")) index(pProduc, 3) index(pProduc, "region") index(pProduc, "group")