get_principal_components

A function to calculate unit-specific principal components, given panel data

These are miscellaneous functions for working with panel data, quantiles, and printing results.  For panel data, the package includes functions for making a panel data balanced (that is, dropping missing individuals that have missing observations in any time period), converting id numbers to row numbers, and to treat repeated cross sections as panel data under the assumption of rank invariance.  For quantiles, there are functions to make distribution functions from a set of data points (this is particularly useful when a distribution function is created in several steps), to combine distribution functions based on some external weights, and to invert distribution functions.  Finally, there are several other miscellaneous functions for obtaining weighted means, weighted distribution functions, and weighted quantiles; to generate summary statistics and their differences for two groups; and to add or drop covariates from formulas.

Brantly Callaway

BMisc

Miscellaneous Functions for Panel Data, Quantiles, and Printing
Results

get_principal_components function

<dl><dt>xformula</dt>
<dd>a formula specifying the variables to use in the principal component analysis</dd>
<dt>data</dt>
<dd>a data.frame containing the panel data</dd>
<dt>idname</dt>
<dd>the name of the column containing the unit id</dd>
<dt>tname</dt>
<dd>the name of the column containing the time period</dd>
<dt>n_components</dt>
<dd>the number of principal components to retain, the default is NULL which
will result in all principal components being retained</dd>
<dt>ret_wide</dt>
<dd>whether to return the data in wide format (where the number of rows
is equal to n = length(unique(data[[idname]])) or long format (where the number
of rows is equal to nT = nrow(data)). The default is FALSE, so that long data
is returned by default.</dd>
<dt>ret_id</dt>
<dd>whether to return the id column in the output data.frame. The default is FALSE.</dd></dl>

Arguments

get_principal_components — get_principal_components

<dl>

<dt>xformula</dt>
<dd>a formula specifying the variables to use in the principal component analysis</dd>


<dt>data</dt>
<dd>a data.frame containing the panel data</dd>


<dt>idname</dt>
<dd>the name of the column containing the unit id</dd>


<dt>tname</dt>
<dd>the name of the column containing the time period</dd>


<dt>n_components</dt>
<dd>the number of principal components to retain, the default is NULL which
will result in all principal components being retained</dd>


<dt>ret_wide</dt>
<dd>whether to return the data in wide format (where the number of rows
is equal to n = length(unique(data[[idname]])) or long format (where the number
of rows is equal to nT = nrow(data)). The default is FALSE, so that long data
is returned by default.</dd>


<dt>ret_id</dt>
<dd>whether to return the id column in the output data.frame. The default is FALSE.</dd>

</dl>

get_principal_components: get_principal_components

Description

Usage

Value

Arguments