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Type 'q()' to quit R. > library(testthat) > library(paneltests) > > test_check("paneltests") ------------------------------------------------------------------------ xtmispanel -- Missing Data Diagnostics for Panel Data v1.0.0 ------------------------------------------------------------------------ Panel id: id | Time id: time Panels: 4 | Time periods: 8 | Rows: 32 ------------------------------------------------------------------------ ------------------------------------------------------------------------ TABLE 1: Missing Data Summary by Variable ------------------------------------------------------------------------ Variable N_Total N_Miss %Miss Mean SD Status ------------------------------------------------------------------------ y 32 4 12.5% 0.093 0.927 Moderate x1 32 0 0.0% 0.181 0.846 Complete ------------------------------------------------------------------------ Overall 64 4 6.2% ------------------------------------------------------------------------ ------------------------------------------------------------------------ TABLE 2: Missing Data by Panel ------------------------------------------------------------------------ Panel N_Obs N_Miss %Miss Status ------------------------------------------------------------------------ 1 16 1 6.2% Low 2 16 1 6.2% Low 3 16 1 6.2% Low 4 16 1 6.2% Low ------------------------------------------------------------------------ ------------------------------------------------------------------------ xtmispanel -- Missing Data Diagnostics for Panel Data v1.0.0 ------------------------------------------------------------------------ Panel id: id | Time id: time Panels: 4 | Time periods: 8 | Rows: 32 ------------------------------------------------------------------------ ------------------------------------------------------------------------ Imputation Results: method = mean ------------------------------------------------------------------------ Missing before : 4 Values filled : 4 Still missing : 0 Stat Original Imputed Delta% Mean 0.0934 0.0934 0.00% SD 0.9274 0.8676 Correlation (obs pairs): 1.0000 ------------------------------------------------------------------------ ------------------------------------------------------------------------ xtmispanel -- Missing Data Diagnostics for Panel Data v1.0.0 ------------------------------------------------------------------------ Panel id: id | Time id: time Panels: 4 | Time periods: 8 | Rows: 32 ------------------------------------------------------------------------ ------------------------------------------------------------------------ Imputation Results: method = locf ------------------------------------------------------------------------ Missing before : 4 Values filled : 4 Still missing : 0 Stat Original Imputed Delta% Mean 0.0934 0.1018 9.02% SD 0.9274 0.8788 Correlation (obs pairs): 1.0000 ------------------------------------------------------------------------ ------------------------------------------------------------------------ xtmispanel -- Missing Data Diagnostics for Panel Data v1.0.0 ------------------------------------------------------------------------ Panel id: id | Time id: time Panels: 4 | Time periods: 8 | Rows: 32 ------------------------------------------------------------------------ ------------------------------------------------------------------------ Imputation Results: method = linear ------------------------------------------------------------------------ Missing before : 4 Values filled : 4 Still missing : 0 Stat Original Imputed Delta% Mean 0.0934 0.1142 22.24% SD 0.9274 0.9013 Correlation (obs pairs): 1.0000 ------------------------------------------------------------------------ ------------------------------------------------------------------------ xtmispanel -- Missing Data Diagnostics for Panel Data v1.0.0 ------------------------------------------------------------------------ Panel id: id | Time id: time Panels: 4 | Time periods: 8 | Rows: 32 ------------------------------------------------------------------------ ------------------------------------------------------------------------ Imputation Results: method = mean ------------------------------------------------------------------------ Missing before : 4 Values filled : 4 Still missing : 0 Stat Original Imputed Delta% Mean 0.0934 0.0934 0.00% SD 0.9274 0.8676 Correlation (obs pairs): 1.0000 ------------------------------------------------------------------------ ------------------------------------------------------------------------ xtmispanel -- Missing Data Diagnostics for Panel Data v1.0.0 ------------------------------------------------------------------------ Panel id: id | Time id: time Panels: 4 | Time periods: 8 | Rows: 32 ------------------------------------------------------------------------ ------------------------------------------------------------------------ MODULE 4: Sensitivity Analysis -- Comparing Imputation Methods ------------------------------------------------------------------------ Method Mean SD Min Max Delta Mean% ------------------------------------------------------------------------ mean 0.0934 0.8676 -2.2147 1.5953 0.00% median 0.1133 0.8758 -2.2147 1.5953 21.31% locf 0.1018 0.8788 -2.2147 1.5953 9.02% nocb 0.1265 0.9615 -2.2147 1.5953 35.45% linear 0.1142 0.9013 -2.2147 1.5953 22.24% spline 0.1109 0.9255 -2.2147 1.5953 18.77% pmm 0.0912 0.8673 -2.2147 1.5953 -2.36% hotdeck 0.0852 0.9235 -2.2147 1.5953 -8.82% knn 0.1073 0.8776 -2.2147 1.5953 14.89% rf 0.0864 0.8686 -2.2147 1.5953 -7.52% em 0.0934 0.8676 -2.2147 1.5953 0.00% ------------------------------------------------------------------------ Best method (lowest distribution distortion): mean Mean change: 0% ------------------------------------------------------------------------ ------------------------------------------------------------------------ xtpretest -- Comprehensive Panel Data Pre-Testing Suite v1.0.0 ------------------------------------------------------------------------ Dependent : y Regressors : x1 Panel id : id | Time id: time N panels : 5 | Avg T: 10 | Obs: 50 ------------------------------------------------------------------------ ------------------------------------------------------------------------ MODULE: Hsiao (2014) Homogeneity Tests ------------------------------------------------------------------------ RSS Unrestricted (S1): 29.3365 RSS FE (S2): 32.8823 RSS Pooled (S3): 33.8178 ------------------------------------------------------------------------ F1: Overall homogeneity F= 0.7638 df=(8,40) p=0.6361 [accept] F2: Slope homogeneity F= 1.2087 df=(4,40) p=0.3222 [accept] F3: Intercept homogeneity F= 0.3130 df=(4,44) p=0.8678 [accept] ------------------------------------------------------------------------ ------------------------------------------------------------------------ OVERALL PRE-TEST SUMMARY ------------------------------------------------------------------------ Hsiao F1 (overall) : p=0.636 Hsiao F2 (slopes) : p=0.322 Hsiao F3 (intercepts): p=0.868 >>> Recommended estimator: Pooled OLS ------------------------------------------------------------------------ ------------------------------------------------------------------------ xtpretest -- Comprehensive Panel Data Pre-Testing Suite v1.0.0 ------------------------------------------------------------------------ Dependent : y Regressors : x1, x2 Panel id : id | Time id: time N panels : 5 | Avg T: 10 | Obs: 50 ------------------------------------------------------------------------ ------------------------------------------------------------------------ MODULE: Cross-Sectional Dependence (Pesaran 2004) ------------------------------------------------------------------------ CD statistic = 0.1712 p-value = 0.8640 Avg |rho_ij| = 0.2325 -> No significant cross-sectional dependence. ------------------------------------------------------------------------ ------------------------------------------------------------------------ OVERALL PRE-TEST SUMMARY ------------------------------------------------------------------------ CSD (Pesaran) : p=0.864 >>> Recommended estimator: Pooled OLS ------------------------------------------------------------------------ ------------------------------------------------------------------------ xtpretest -- Comprehensive Panel Data Pre-Testing Suite v1.0.0 ------------------------------------------------------------------------ Dependent : y Regressors : x1 Panel id : id | Time id: time N panels : 5 | Avg T: 10 | Obs: 50 ------------------------------------------------------------------------ ------------------------------------------------------------------------ MODULE: Hsiao (2014) Homogeneity Tests ------------------------------------------------------------------------ RSS Unrestricted (S1): 29.3365 RSS FE (S2): 32.8823 RSS Pooled (S3): 33.8178 ------------------------------------------------------------------------ F1: Overall homogeneity F= 0.7638 df=(8,40) p=0.6361 [accept] F2: Slope homogeneity F= 1.2087 df=(4,40) p=0.3222 [accept] F3: Intercept homogeneity F= 0.3130 df=(4,44) p=0.8678 [accept] ------------------------------------------------------------------------ ------------------------------------------------------------------------ MODULE: Cross-Sectional Dependence (Pesaran 2004) ------------------------------------------------------------------------ CD statistic = -0.8000 p-value = 0.4237 Avg |rho_ij| = 0.3668 -> No significant cross-sectional dependence. ------------------------------------------------------------------------ ------------------------------------------------------------------------ OVERALL PRE-TEST SUMMARY ------------------------------------------------------------------------ Hsiao F1 (overall) : p=0.636 Hsiao F2 (slopes) : p=0.322 Hsiao F3 (intercepts): p=0.868 CSD (Pesaran) : p=0.424 >>> Recommended estimator: Pooled OLS ------------------------------------------------------------------------ ------------------------------------------------------------------------ xtpretest -- Comprehensive Panel Data Pre-Testing Suite v1.0.0 ------------------------------------------------------------------------ Dependent : y Regressors : x1 Panel id : id | Time id: time N panels : 5 | Avg T: 10 | Obs: 50 ------------------------------------------------------------------------ ------------------------------------------------------------------------ MODULE: Panel Summary Statistics ------------------------------------------------------------------------ Variable Overall SD Between SD Within SD Min Max ------------------------------------------------------------------------ y 0.8314 0.1409 0.8216 -2.2147 1.5953 x1 0.9688 0.2478 0.9426 -1.8050 2.4016 ------------------------------------------------------------------------ ------------------------------------------------------------------------ OVERALL PRE-TEST SUMMARY ------------------------------------------------------------------------ >>> Recommended estimator: Pooled OLS ------------------------------------------------------------------------ [ FAIL 0 | WARN 84 | SKIP 1 | PASS 43 ] ══ Skipped tests (1) ═══════════════════════════════════════════════════════════ • {xtmispanel} is not installed. (1): 'test-xtmispanel.R:67:3' [ FAIL 0 | WARN 84 | SKIP 1 | PASS 43 ] > > proc.time() user system elapsed 1.67 0.26 1.87