R Dataset / Package sem / Klein
On this R-data statistics page, you will find information about the Klein data set which pertains to Klein's Data on the U. S. Economy. The Klein data set is found in the sem R package. You can load the Klein data set in R by issuing the following command at the console data("Klein"). This will load the data into a variable called Klein. If R says the Klein data set is not found, you can try installing the package by issuing this command install.packages("sem") and then attempt to reload the data with the library() command. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the Klein R data set. The size of this file is about 1,037 bytes.
Klein's Data on the U. S. Economy
Description
Data for Klein's (1950) simple econometric model of the U. S. economy.
The Klein
data frame has 22 rows and 10 columns.
Usage
Klein
Format
This data frame contains the following columns:
- Year
-
1921–1941
- C
-
consumption.
- P
-
private profits.
- Wp
-
private wages.
- I
-
investment.
- K.lag
-
capital stock, lagged one year.
- X
-
equilibrium demand.
- Wg
-
government wages.
- G
-
government non-wage spending.
- T
-
indirect business taxes and net exports.
Source
Greene, W. H. (1993) Econometric Analysis, Second Edition. Macmillan.
References
Klein, L. (1950) Economic Fluctuations in the United States 1921–1941. Wiley.
Examples
Klein$P.lag <- c(NA, Klein$P[-22]) Klein$X.lag <- c(NA, Klein$X[-22])summary(tsls(C ~ P + P.lag + I(Wp + Wg), instruments=~1 + G + T + Wg + I(Year - 1931) + K.lag + P.lag + X.lag, data=Klein)) summary(tsls(I ~ P + P.lag + K.lag, instruments=~1 + G + T + Wg + I(Year - 1931) + K.lag + P.lag + X.lag, data=Klein)) summary(tsls(Wp ~ X + X.lag + I(Year - 1931), instruments=~1 + G + T + Wg + I(Year - 1931) + K.lag + P.lag + X.lag, data=Klein))
Dataset imported from https://www.r-project.org.