经典的面板数据集(R语言包plm)

（注意：本博客关于数据的描述全部来自于R语言内置帮助文件，仅供自己学习使用）

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岁以上人口总数

cpi
consumer price index (1983=100) 消费者价格指数

ndi
per capita disposable income 人均可支配收入

sales
cigarette sales in packs per capita 人均卷烟销售量（包）

pimin
minimum price in adjoining states per pack of cigarettes 相邻州每包香烟的最低价格

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, 1950–1988.” 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.