Per-capita demand deposits by state and year

Description

The Demand data frame has 77 rows and 8 columns of data on per-capita demand deposits by state and year.

Format

This data frame contains the following columns:

State

an ordered factor with levels WA < FL < CA < TX < IL < DC < NY

Year

an ordered factor with levels 1949 < ...{} < 1959

d

a numeric vector of per-capita demand deposits

y

a numeric vector of permanent per-capita personal income

rd

a numeric vector of service charges on demand deposits

rt

a numeric vector of interest rates on time deposits

rs

a numeric vector of interest rates on savings and loan association shares.

grp

a dummy factor with a single level. This is used to construct crossed random effects in lme.

Examples

library(SASmixed)
data(Demand)
names( Demand )
formula( Demand )
# the "grp" factor is a dummy factor with only one level.
unique( Demand$grp )
# Crossed random-effects factors have to be created by pdIdent
#  applied to the indicator variables and joined by pdBlocked.
fm1Demand <-
  lme( log(d) ~ log(y) + log(rd) + log(rt) + log(rs), data = Demand,
  random = list(grp = pdBlocked(list(pdIdent(~ State - 1),
                                     pdIdent(~ Year - 1)))))
summary( fm1Demand )        # compare to output 3.13, p. 132
VarCorr( fm1Demand )