如何绘制具有稳健标准误差的系数?
我有这个 LSDV 模型,使用“lm()”函数并添加国家虚拟变量减去截距。然后,我制作了稳健的标准误差,以修复异方差和自相关:
msubv2 <- lm(subv ~ preelec + elec + postelec + ideo + ali +
crec_pib + pob + pob16 + pob64 + factor(ccaa)-1, data = datos)
rsecoef_msubv2 <- coeftest(msubv2, vcovHAC(msubv2))
这是我用来使用 stargazer() 实现回归输出中的新系数的代码:
cov12 <- vcovHAC(msubv2)
rsesubv2 <- sqrt(diag(cov12))
现在我想绘制解释性的这些新系数变量“preelec”、“elec”和“postelec”使用同名包中的 ggplot2() 或 coefplot()。但是,由于包含新系数的对象不是“lm”对象,因此当我使用这些函数时会出现错误。
因此,我只想知道如何将对象 rsecoef_msubv2
转换为“lm”对象,或者只是绘制这 3 个变量的系数的另一种方法。
PS 好的,这是我的数据的子集。必须将其转换为面板
structure(list(ccaa = structure(c(1L, 1L, 2L, 2L, 3L, 3L, 4L,
4L, 5L, 5L, 6L, 6L, 7L, 7L, 8L, 8L, 9L, 9L, 10L, 10L, 11L, 11L,
12L, 12L, 13L, 13L, 14L, 14L, 15L, 15L, 16L, 16L, 17L, 17L), .Label = c("ANDALUCIA",
"ARAGON", "ASTURIAS", "BALEARES", "CANARIAS", "CANTABRIA", "CASTILLA LA-MANCHA",
"CASTILLA Y LEÓN", "CATALUÑA", "EXTREMADURA", "GALICIA", "LA RIOJA",
"MADRID", "MURCIA", "NAVARRA", "PAIS VASCO", "VALENCIA"), class = "factor"),
year = structure(c(1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L,
1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L,
2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L), .Label = c("1986", "1987",
"1988", "1989", "1990", "1991", "1992", "1993", "1994", "1995",
"1996", "1997", "1998", "1999", "2000", "2001", "2002", "2003",
"2004", "2005", "2006", "2007", "2008", "2009", "2010", "2011",
"2012", "2013", "2014", "2015", "2016", "2017"), class = "factor"),
ccaa_year = structure(c("AND86", "AND87", "ARA86", "ARA87",
"AST86", "AST87", "BAL86", "BAL87", "ISC86", "ISC87", "CANT86",
"CANT87", "CLM86", "CLM87", "CYL86", "CYL87", "CAT86", "CAT87",
"EXT86", "EXT87", "GAL86", "GAL87", "RIO86", "RIO87", "MAD86",
"MAD87", "MUR86", "MUR87", "NAV86", "NAV87", "PAV86", "PAV87",
"VAL86", "VAL87"), index = structure(list(ccaa = structure(c(1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L,
4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L,
4L, 4L, 4L, 4L, 4L, 4L, 4L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L,
5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L,
5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 6L, 6L, 6L, 6L, 6L, 6L,
6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L,
6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 7L, 7L, 7L, 7L,
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9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L,
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16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L,
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17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L,
17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L,
17L, 17L, 17L, 17L, 17L, 17L), .Label = c("ANDALUCIA", "ARAGON",
"ASTURIAS", "BALEARES", "CANARIAS", "CANTABRIA", "CASTILLA LA-MANCHA",
"CASTILLA Y LEÓN", "CATALUÑA", "EXTREMADURA", "GALICIA",
"LA RIOJA", "MADRID", "MURCIA", "NAVARRA", "PAIS VASCO",
"VALENCIA"), class = "factor"), year = structure(c(1L, 2L,
3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L,
16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L,
28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L,
9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L,
21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L,
1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L,
15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L,
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20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L, 31L,
32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L,
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26L, 27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L,
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31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L,
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25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L,
6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L,
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L,
31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L,
13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L,
25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L,
6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L,
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L,
31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L,
13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L,
25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L,
6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L,
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L,
31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L,
13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L,
25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L), .Label = c("1986",
"1987", "1988", "1989", "1990", "1991", "1992", "1993", "1994",
"1995", "1996", "1997", "1998", "1999", "2000", "2001", "2002",
"2003", "2004", "2005", "2006", "2007", "2008", "2009", "2010",
"2011", "2012", "2013", "2014", "2015", "2016", "2017"), class = "factor")), row.names = c(1L,
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14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L,
14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L,
14L, 14L, 14L, 14L, 14L, 14L, 15L, 15L, 15L, 15L, 15L, 15L,
15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L,
15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L,
15L, 15L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L,
16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L,
16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 17L, 17L,
17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L,
17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L,
17L, 17L, 17L, 17L, 17L, 17L), .Label = c("ANDALUCIA", "ARAGON",
"ASTURIAS", "BALEARES", "CANARIAS", "CANTABRIA", "CASTILLA LA-MANCHA",
"CASTILLA Y LEÓN", "CATALUÑA", "EXTREMADURA", "GALICIA",
"LA RIOJA", "MADRID", "MURCIA", "NAVARRA", "PAIS VASCO",
"VALENCIA"), class = "factor"), year = structure(c(1L, 2L,
3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L,
16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L,
28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L,
9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L,
21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L,
1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L,
15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L,
27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L,
8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 19L,
20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L, 31L,
32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L,
14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L,
26L, 27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L,
7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L,
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L,
31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L,
13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L,
25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L,
6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L,
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L,
31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L,
13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L,
25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L,
6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L,
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L,
31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L,
13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L,
25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L,
6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L,
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L,
31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L,
13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L,
25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L,
6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L,
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L,
31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L,
13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L,
25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 1L, 2L, 3L, 4L, 5L,
6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L,
19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 27L, 28L, 29L, 30L,
31L, 32L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L,
13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L,
25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L), .Label = c("1986",
"1987", "1988", "1989", "1990", "1991", "1992", "1993", "1994",
"1995", "1996", "1997", "1998", "1999", "2000", "2001", "2002",
"2003", "2004", "2005", "2006", "2007", "2008", "2009", "2010",
"2011", "2012", "2013", "2014", "2015", "2016", "2017"), class = "factor")), row.names = c(1L,
2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 13L, 14L,
15L, 16L, 17L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L,
27L, 28L, 29L, 30L, 31L, 32L, 33L, 34L, 35L, 36L, 37L, 38L,
39L, 40L, 41L, 42L, 43L, 44L, 45L, 46L, 47L, 48L, 49L, 50L,
51L, 52L, 53L, 54L, 55L, 56L, 57L, 58L, 59L, 60L, 61L, 62L,
63L, 64L, 65L, 66L, 67L, 68L, 69L, 70L, 71L, 72L, 73L, 74L,
75L, 76L, 77L, 78L, 79L, 80L, 81L, 82L, 83L, 84L, 85L, 86L,
87L, 88L, 89L, 90L, 91L, 92L, 93L, 94L, 95L, 96L, 97L, 98L,
99L, 100L, 101L, 102L, 103L, 104L, 105L, 106L, 107L, 108L,
109L, 110L, 111L, 112L, 113L, 114L, 115L, 116L, 117L, 118L,
119L, 120L, 121L, 122L, 123L, 124L, 125L, 126L, 127L, 128L,
129L, 130L, 131L, 132L, 133L, 134L, 135L, 136L, 137L, 138L,
139L, 140L, 141L, 142L, 143L, 144L, 145L, 146L, 147L, 148L,
149L, 150L, 151L, 152L, 153L, 154L, 155L, 156L, 157L, 158L,
159L, 160L, 161L, 162L, 163L, 164L, 165L, 166L, 167L, 168L,
169L, 170L, 171L, 172L, 173L, 174L, 175L, 176L, 177L, 178L,
179L, 180L, 181L, 182L, 183L, 184L, 185L, 186L, 187L, 188L,
189L, 190L, 191L, 192L, 193L, 194L, 195L, 196L, 197L, 198L,
199L, 200L, 201L, 202L, 203L, 204L, 205L, 206L, 207L, 208L,
209L, 210L, 211L, 212L, 213L, 214L, 215L, 216L, 217L, 218L,
219L, 220L, 221L, 222L, 223L, 224L, 225L, 226L, 227L, 228L,
229L, 230L, 231L, 232L, 233L, 234L, 235L, 236L, 237L, 238L,
239L, 240L, 241L, 242L, 243L, 244L, 245L, 246L, 247L, 248L,
249L, 250L, 251L, 252L, 253L, 254L, 255L, 256L, 257L, 258L,
259L, 260L, 261L, 262L, 263L, 264L, 265L, 266L, 267L, 268L,
269L, 270L, 271L, 272L, 273L, 274L, 275L, 276L, 277L, 278L,
279L, 280L, 281L, 282L, 283L, 284L, 285L, 286L, 287L, 288L,
321L, 322L, 323L, 324L, 325L, 326L, 327L, 328L, 329L, 330L,
331L, 332L, 333L, 334L, 335L, 336L, 337L, 338L, 339L, 340L,
341L, 342L, 343L, 344L, 345L, 346L, 347L, 348L, 349L, 350L,
351L, 352L, 353L, 354L, 355L, 356L, 357L, 358L, 359L, 360L,
361L, 362L, 363L, 364L, 365L, 366L, 367L, 368L, 369L, 370L,
371L, 372L, 373L, 374L, 375L, 376L, 377L, 378L, 379L, 380L,
381L, 382L, 383L, 384L, 513L, 514L, 515L, 516L, 517L, 518L,
519L, 520L, 521L, 522L, 523L, 524L, 525L, 526L, 527L, 528L,
529L, 530L, 531L, 532L, 533L, 534L, 535L, 536L, 537L, 538L,
539L, 540L, 541L, 542L, 543L, 544L, 385L, 386L, 387L, 388L,
389L, 390L, 391L, 392L, 393L, 394L, 395L, 396L, 397L, 398L,
399L, 400L, 401L, 402L, 403L, 404L, 405L, 406L, 407L, 408L,
409L, 410L, 411L, 412L, 413L, 414L, 415L, 416L, 417L, 418L,
419L, 420L, 421L, 422L, 423L, 424L, 425L, 426L, 427L, 428L,
429L, 430L, 431L, 432L, 433L, 434L, 435L, 436L, 437L, 438L,
439L, 440L, 441L, 442L, 443L, 444L, 445L, 446L, 447L, 448L,
449L, 450L, 451L, 452L, 453L, 454L, 455L, 456L, 457L, 458L,
459L, 460L, 461L, 462L, 463L, 464L, 465L, 466L, 467L, 468L,
469L, 470L, 471L, 472L, 473L, 474L, 475L, 476L, 477L, 478L,
479L, 480L, 481L, 482L, 483L, 484L, 485L, 486L, 487L, 488L,
489L, 490L, 491L, 492L, 493L, 494L, 495L, 496L, 497L, 498L,
499L, 500L, 501L, 502L, 503L, 504L, 505L, 506L, 507L, 508L,
509L, 510L, 511L, 512L, 289L, 290L, 291L, 292L, 293L, 294L,
295L, 296L, 297L, 298L, 299L, 300L, 301L, 302L, 303L, 304L,
305L, 306L, 307L, 308L, 309L, 310L, 311L, 312L, 313L, 314L,
315L, 316L, 317L, 318L, 319L, 320L), class = c("pindex",
"data.frame")), class = c("pseries", "numeric")), elec = c(1L,
0L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 1L,
0L, 0L, 0L, 1L, 0L, 0L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 1L, 1L,
0L, 0L, 1L), preelec = c(0L, 0L, 1L, 0L, 1L, 0L, 1L, 0L,
1L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 0L, 1L, 1L, 0L, 0L, 0L, 1L,
0L, 1L, 0L, 1L, 0L, 1L, 0L, 0L, 0L, 1L, 0L), postelec = c(0L,
1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
1L, 0L, 0L), ideo = c(0L, 0L, 0L, 1L, 0L, 0L, 1L, 1L, 0L,
1L, 1L, 1L, 0L, 0L, 0L, 1L, 1L, 1L, 0L, 0L, 0L, 0L, 1L, 1L,
0L, 0L, 0L, 0L, 0L, 0L, 1L, 1L, 0L, 1L), ali = c(1L, 1L,
1L, 0L, 1L, 1L, 0L, 0L, 1L, 0L, 0L, 0L, 1L, 1L, 1L, 0L, 0L,
0L, 1L, 1L, 0L, 0L, 1L, 0L, 1L, 1L, 1L, 1L, 1L, 1L, 0L, 1L,
1L, 1L)), class = c("grouped_df", "tbl_df", "tbl", "data.frame"
), row.names = c(NA, -34L), groups = structure(list(ccaa = structure(1:17, .Label = c("ANDALUCIA",
"ARAGON", "ASTURIAS", "BALEARES", "CANARIAS", "CANTABRIA", "CASTILLA LA-MANCHA",
"CASTILLA Y LEÓN", "CATALUÑA", "EXTREMADURA", "GALICIA", "LA RIOJA",
"MADRID", "MURCIA", "NAVARRA", "PAIS VASCO", "VALENCIA"), class = "factor"),
.rows = structure(list(1:2, 3:4, 5:6, 7:8, 9:10, 11:12, 13:14,
15:16, 17:18, 19:20, 21:22, 23:24, 25:26, 27:28, 29:30,
31:32, 33:34), ptype = integer(0), class = c("vctrs_list_of",
"vctrs_vctr", "list"))), class = c("tbl_df", "tbl", "data.frame"
), row.names = c(NA, -17L), .drop = TRUE))
数据我只需要这样的东西
PS 最后我想我找到了解决方案。系数图可以使用“GGally”包中的函数“ggcoef”来执行,这使我们能够将 coeftest() 参数作为对象包含在内。然后我们可以这样继续:
首先我们为 coeftest() 创建一个对象:
matrix_coeftestmsubv2 <- coeftest(msubv2, vcovHAC(msubv2))
之后我们只需使用“ggcoef()”创建绘图:
ggcoef(matrix_coefmsubv2) + coord_flip()
尽管如此,我仍然对如何从模型中保留某些变量有一些疑问,如何在 X 轴上对它们进行排序以及如何添加一条线来连接系数点,但我想我会发表一篇新文章以获得答案。
I have this LSDV model using the "lm()" function and adding the country dummy variables minus the intercept. Then I made robust standard errors in order to fix heteroskedasticity and autocorrelation:
msubv2 <- lm(subv ~ preelec + elec + postelec + ideo + ali +
crec_pib + pob + pob16 + pob64 + factor(ccaa)-1, data = datos)
rsecoef_msubv2 <- coeftest(msubv2, vcovHAC(msubv2))
This is the code I used in order to implement the new coefficients in a regression output with stargazer() by the way:
cov12 <- vcovHAC(msubv2)
rsesubv2 <- sqrt(diag(cov12))
Now I want to plot these new coefficients of the explanatory variables "preelec", "elec" and "postelec" using either ggplot2() or coefplot() from the namesake package. However, as my object which contains the new coefficients is not an "lm" object, when I use those functions I get an error.
Hence, I just want to know how can I convert the object rsecoef_msubv2
into an "lm" object, or just another way to plot the coefficients for those 3 variables.
P.S. Ok, so this is a subset of my data. It must be converted into a panel data
structure(list(ccaa = structure(c(1L, 1L, 2L, 2L, 3L, 3L, 4L,
4L, 5L, 5L, 6L, 6L, 7L, 7L, 8L, 8L, 9L, 9L, 10L, 10L, 11L, 11L,
12L, 12L, 13L, 13L, 14L, 14L, 15L, 15L, 16L, 16L, 17L, 17L), .Label = c("ANDALUCIA",
"ARAGON", "ASTURIAS", "BALEARES", "CANARIAS", "CANTABRIA", "CASTILLA LA-MANCHA",
"CASTILLA Y LEÓN", "CATALUÑA", "EXTREMADURA", "GALICIA", "LA RIOJA",
"MADRID", "MURCIA", "NAVARRA", "PAIS VASCO", "VALENCIA"), class = "factor"),
year = structure(c(1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L,
1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L,
2L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 2L), .Label = c("1986", "1987",
"1988", "1989", "1990", "1991", "1992", "1993", "1994", "1995",
"1996", "1997", "1998", "1999", "2000", "2001", "2002", "2003",
"2004", "2005", "2006", "2007", "2008", "2009", "2010", "2011",
"2012", "2013", "2014", "2015", "2016", "2017"), class = "factor"),
ccaa_year = structure(c("AND86", "AND87", "ARA86", "ARA87",
"AST86", "AST87", "BAL86", "BAL87", "ISC86", "ISC87", "CANT86",
"CANT87", "CLM86", "CLM87", "CYL86", "CYL87", "CAT86", "CAT87",
"EXT86", "EXT87", "GAL86", "GAL87", "RIO86", "RIO87", "MAD86",
"MAD87", "MUR86", "MUR87", "NAV86", "NAV87", "PAV86", "PAV87",
"VAL86", "VAL87"), index = structure(list(ccaa = structure(c(1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L,
4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L,
4L, 4L, 4L, 4L, 4L, 4L, 4L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L,
5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L,
5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 6L, 6L, 6L, 6L, 6L, 6L,
6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L,
6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 7L, 7L, 7L, 7L,
7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L,
7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 8L, 8L,
8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L,
8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L,
9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L,
9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L,
9L, 9L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L,
10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L,
10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 11L, 11L,
11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L,
11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L,
11L, 11L, 11L, 11L, 11L, 11L, 12L, 12L, 12L, 12L, 12L, 12L,
12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L,
12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L,
12L, 12L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L,
13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L,
13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 14L, 14L,
14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L,
14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L,
14L, 14L, 14L, 14L, 14L, 14L, 15L, 15L, 15L, 15L, 15L, 15L,
15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L,
15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L,
15L, 15L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L,
16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L,
16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 17L, 17L,
17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L,
17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L,
17L, 17L, 17L, 17L, 17L, 17L), .Label = c("ANDALUCIA", "ARAGON",
"ASTURIAS", "BALEARES", "CANARIAS", "CANTABRIA", "CASTILLA LA-MANCHA",
"CASTILLA Y LEÓN", "CATALUÑA", "EXTREMADURA", "GALICIA",
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139L, 140L, 141L, 142L, 143L, 144L, 145L, 146L, 147L, 148L,
149L, 150L, 151L, 152L, 153L, 154L, 155L, 156L, 157L, 158L,
159L, 160L, 161L, 162L, 163L, 164L, 165L, 166L, 167L, 168L,
169L, 170L, 171L, 172L, 173L, 174L, 175L, 176L, 177L, 178L,
179L, 180L, 181L, 182L, 183L, 184L, 185L, 186L, 187L, 188L,
189L, 190L, 191L, 192L, 193L, 194L, 195L, 196L, 197L, 198L,
199L, 200L, 201L, 202L, 203L, 204L, 205L, 206L, 207L, 208L,
209L, 210L, 211L, 212L, 213L, 214L, 215L, 216L, 217L, 218L,
219L, 220L, 221L, 222L, 223L, 224L, 225L, 226L, 227L, 228L,
229L, 230L, 231L, 232L, 233L, 234L, 235L, 236L, 237L, 238L,
239L, 240L, 241L, 242L, 243L, 244L, 245L, 246L, 247L, 248L,
249L, 250L, 251L, 252L, 253L, 254L, 255L, 256L, 257L, 258L,
259L, 260L, 261L, 262L, 263L, 264L, 265L, 266L, 267L, 268L,
269L, 270L, 271L, 272L, 273L, 274L, 275L, 276L, 277L, 278L,
279L, 280L, 281L, 282L, 283L, 284L, 285L, 286L, 287L, 288L,
321L, 322L, 323L, 324L, 325L, 326L, 327L, 328L, 329L, 330L,
331L, 332L, 333L, 334L, 335L, 336L, 337L, 338L, 339L, 340L,
341L, 342L, 343L, 344L, 345L, 346L, 347L, 348L, 349L, 350L,
351L, 352L, 353L, 354L, 355L, 356L, 357L, 358L, 359L, 360L,
361L, 362L, 363L, 364L, 365L, 366L, 367L, 368L, 369L, 370L,
371L, 372L, 373L, 374L, 375L, 376L, 377L, 378L, 379L, 380L,
381L, 382L, 383L, 384L, 513L, 514L, 515L, 516L, 517L, 518L,
519L, 520L, 521L, 522L, 523L, 524L, 525L, 526L, 527L, 528L,
529L, 530L, 531L, 532L, 533L, 534L, 535L, 536L, 537L, 538L,
539L, 540L, 541L, 542L, 543L, 544L, 385L, 386L, 387L, 388L,
389L, 390L, 391L, 392L, 393L, 394L, 395L, 396L, 397L, 398L,
399L, 400L, 401L, 402L, 403L, 404L, 405L, 406L, 407L, 408L,
409L, 410L, 411L, 412L, 413L, 414L, 415L, 416L, 417L, 418L,
419L, 420L, 421L, 422L, 423L, 424L, 425L, 426L, 427L, 428L,
429L, 430L, 431L, 432L, 433L, 434L, 435L, 436L, 437L, 438L,
439L, 440L, 441L, 442L, 443L, 444L, 445L, 446L, 447L, 448L,
449L, 450L, 451L, 452L, 453L, 454L, 455L, 456L, 457L, 458L,
459L, 460L, 461L, 462L, 463L, 464L, 465L, 466L, 467L, 468L,
469L, 470L, 471L, 472L, 473L, 474L, 475L, 476L, 477L, 478L,
479L, 480L, 481L, 482L, 483L, 484L, 485L, 486L, 487L, 488L,
489L, 490L, 491L, 492L, 493L, 494L, 495L, 496L, 497L, 498L,
499L, 500L, 501L, 502L, 503L, 504L, 505L, 506L, 507L, 508L,
509L, 510L, 511L, 512L, 289L, 290L, 291L, 292L, 293L, 294L,
295L, 296L, 297L, 298L, 299L, 300L, 301L, 302L, 303L, 304L,
305L, 306L, 307L, 308L, 309L, 310L, 311L, 312L, 313L, 314L,
315L, 316L, 317L, 318L, 319L, 320L), class = c("pindex",
"data.frame")), class = c("pseries", "numeric")), elec = c(1L,
0L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 1L,
0L, 0L, 0L, 1L, 0L, 0L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 1L, 1L,
0L, 0L, 1L), preelec = c(0L, 0L, 1L, 0L, 1L, 0L, 1L, 0L,
1L, 0L, 1L, 0L, 1L, 0L, 1L, 0L, 0L, 1L, 1L, 0L, 0L, 0L, 1L,
0L, 1L, 0L, 1L, 0L, 1L, 0L, 0L, 0L, 1L, 0L), postelec = c(0L,
1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
1L, 0L, 0L), ideo = c(0L, 0L, 0L, 1L, 0L, 0L, 1L, 1L, 0L,
1L, 1L, 1L, 0L, 0L, 0L, 1L, 1L, 1L, 0L, 0L, 0L, 0L, 1L, 1L,
0L, 0L, 0L, 0L, 0L, 0L, 1L, 1L, 0L, 1L), ali = c(1L, 1L,
1L, 0L, 1L, 1L, 0L, 0L, 1L, 0L, 0L, 0L, 1L, 1L, 1L, 0L, 0L,
0L, 1L, 1L, 0L, 0L, 1L, 0L, 1L, 1L, 1L, 1L, 1L, 1L, 0L, 1L,
1L, 1L)), class = c("grouped_df", "tbl_df", "tbl", "data.frame"
), row.names = c(NA, -34L), groups = structure(list(ccaa = structure(1:17, .Label = c("ANDALUCIA",
"ARAGON", "ASTURIAS", "BALEARES", "CANARIAS", "CANTABRIA", "CASTILLA LA-MANCHA",
"CASTILLA Y LEÓN", "CATALUÑA", "EXTREMADURA", "GALICIA", "LA RIOJA",
"MADRID", "MURCIA", "NAVARRA", "PAIS VASCO", "VALENCIA"), class = "factor"),
.rows = structure(list(1:2, 3:4, 5:6, 7:8, 9:10, 11:12, 13:14,
15:16, 17:18, 19:20, 21:22, 23:24, 25:26, 27:28, 29:30,
31:32, 33:34), ptype = integer(0), class = c("vctrs_list_of",
"vctrs_vctr", "list"))), class = c("tbl_df", "tbl", "data.frame"
), row.names = c(NA, -17L), .drop = TRUE))
P.S. I just need something like this
P.S. Finally I think I found a solution. The coefficients plot can be performed with the fuction "ggcoef" from the "GGally" package, which enables us to include as an object the coeftest() argument. Then we can procede like this:
First we create an object for our coeftest():
matrix_coeftestmsubv2 <- coeftest(msubv2, vcovHAC(msubv2))
After that we just create the plot with "ggcoef()":
ggcoef(matrix_coefmsubv2) + coord_flip()
Nevertheless, I still have some doubts regarding how to keep certain variables from the model, how to order them in the X Axis and how to add a line to connect the coefficients points, but I think I'll make a new post in order to get an answer.
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因此,我找到了一个确定的解决方案,我将与大家分享。我们需要的功能是属于“ DotWhisker”软件包的DWPLOT()。这个允许我们包含一个“ coeftest”对象,并使用“ ggplot2”来轻松自定义图形。但是,我建议将Coeftest对象转换为数据框架,因为它可以更轻松地删除我们不需要的变量。
首先,我们需要将对象
rsecoef_msubv2
转换为dataframe:在此之后,我们删除了我们不需要的行,在我的情况下:
最后,我们只是使用“ dwplot”创建图。在此示例中,我翻转了轴的位置,改变了背景的颜色,两个轴文本的字体和大小。
这就是结果:
So I found a definitive solution, I'm going to share it with you all. The function we need is dwplot() which belongs to the "dotwhisker" package. This one allows us to include a "coeftest" object and uses "ggplot2" to custom the graph easily. However, I recommend to convert the coeftest object into a dataframe because it makes it easier to delete the variables we don't need.
First we need to convert the object
rsecoef_msubv2
into a dataframe:After that we delete the rows we don't need, in my case:
Finally we just create the plot using "dwplot". In this example I flipped the position of the axis, changed the color of the background and the font and size of the text of both axis.
And this is the result: