From: ronggui <ronggui.huang_at_gmail.com>

Date: Sun 12 Feb 2006 - 04:03:49 EST

Date: Sun 12 Feb 2006 - 04:03:49 EST

This is one function I wrote.

http://sociology.yculblog.com/post.794856.html

2006/2/12, Thomas Wilde <thomas.wilde@gmx.de>:

*> Hi,
**>
*

> I'm trying to fit a fixed effect (LSDV) panelmodel with R. I have a dataset

*> with y as dependent, x1&x2 as indeps, t as time index and i as an
**> id-variable for each individual. There are three observations for each
**> individual (t=1, t=2, t=3).
**>
**> I want to try a simple regression, but with individual intercepts:
**>
**> -------------------------------------------------
**> # reading in some data ...
**>
**> mydata <- read.csv(...)
**> attach(mydata)
**>
**> # fit modell
**>
**> mymodel <- lm(y ~ -1 + factor(i) + x1 + x2)
**> summary(mymodel)
**> -------------------------------------------------
**>
**> Works fine when the size of my dataset doesn't exceed about n=5000
**> observations, but I have some more. Can I do a partitioned regression with
**> R, are there any other options already implemented in R ?
**>
**> Thanks,
**> Thomas
**>
**> ______________________________________________
**> R-help@stat.math.ethz.ch mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
**>
*

-- »ÆÈÙ¹ó Deparment of Sociology Fudan UniversityReceived on Sun Feb 12 04:07:28 2006______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

*
This archive was generated by hypermail 2.1.8
: Tue 14 Feb 2006 - 00:38:07 EST
*