Hedonic

datasets

A set of estimators for models and (robust) covariance matrices, and tests for panel data
econometrics, including within/fixed effects, random effects, between, first-difference,
nested random effects as well as instrumental-variable (IV) and Hausman-Taylor-style models,
panel generalized method of moments (GMM) and general FGLS models,
mean groups (MG), demeaned MG, and common correlated effects (CCEMG) and pooled (CCEP) estimators
with common factors, variable coefficients and limited dependent variables models.
Test functions include model specification, serial correlation, cross-sectional dependence,
panel unit root and panel Granger (non-)causality. Typical references are general econometrics
text books such as Baltagi (2021), Econometric Analysis of Panel Data (<doi:10.1007/978-3-030-53953-5>),
Hsiao (2014), Analysis of Panel Data (<doi:10.1017/CBO9781139839327>), and Croissant and Millo (2018),
Panel Data Econometrics with R (<doi:10.1002/9781119504641>).

Kevin Tappe

Linear Models for Panel Data

Yves Croissant

Giovanni Millo

Ott Toomet

Christian Kleiber

Achim Zeileis

Arne Henningsen

Liviu Andronic

Nina Schoenfelder

Hedonic function

A dataframe containing:<dl>
<dt>mv</dt>
<dd>median value of owner--occupied homes</dd><dt>crim</dt>
<dd>crime rate</dd><dt>zn</dt>
<dd>proportion of 25,000 square feet residential lots</dd><dt>indus</dt>
<dd>proportion of no--retail business acres</dd><dt>chas</dt>
<dd>is the tract bounds the Charles River?</dd><dt>nox</dt>
<dd>annual average nitrogen oxide concentration in parts per hundred million</dd><dt>rm</dt>
<dd>average number of rooms</dd><dt>age</dt>
<dd>proportion of owner units built prior to 1940</dd><dt>dis</dt>
<dd>weighted distances to five employment centers in the Boston area</dd><dt>rad</dt>
<dd>index of accessibility to radial highways</dd><dt>tax</dt>
<dd>full value property tax rate ($/$10,000)</dd><dt>ptratio</dt>
<dd>pupil/teacher ratio</dd><dt>blacks</dt>
<dd>proportion of blacks in the population</dd><dt>lstat</dt>
<dd>proportion of population that is lower status</dd><dt>townid</dt>
<dd>town identifier</dd>
 
</dl>

Format

Hedonic Prices of Census Tracts in the Boston Area — Hedonic

A dataframe containing:<dl>
<dt>mv</dt>
<dd>median value of owner--occupied homes</dd>

<dt>crim</dt>
<dd>crime rate</dd>

<dt>zn</dt>
<dd>proportion of 25,000 square feet residential lots</dd>

<dt>indus</dt>
<dd>proportion of no--retail business acres</dd>

<dt>chas</dt>
<dd>is the tract bounds the Charles River?</dd>

<dt>nox</dt>
<dd>annual average nitrogen oxide concentration in parts per hundred million</dd>

<dt>rm</dt>
<dd>average number of rooms</dd>

<dt>age</dt>
<dd>proportion of owner units built prior to 1940</dd>

<dt>dis</dt>
<dd>weighted distances to five employment centers in the Boston area</dd>

<dt>rad</dt>
<dd>index of accessibility to radial highways</dd>

<dt>tax</dt>
<dd>full value property tax rate ($/$10,000)</dd>

<dt>ptratio</dt>
<dd>pupil/teacher ratio</dd>

<dt>blacks</dt>
<dd>proportion of blacks in the population</dd>

<dt>lstat</dt>
<dd>proportion of population that is lower status</dd>

<dt>townid</dt>
<dd>town identifier</dd>
 
</dl>

Hedonic Prices of Census Tracts in the Boston Area

Hedonic: Hedonic Prices of Census Tracts in the Boston Area

Description

Arguments

Format

Details

References