[R] Panel Data Estimators (within, between, Random Effects estimator)

From: David STADELMANN <david.stadelmann_at_unifr.ch>
Date: Mon 08 May 2006 - 19:43:54 EST


Dear R Users,

Here is another probelm/question.

I would like to run some panel regressions with R. Therefore I have combined several time periods of data for different individuals in my database.

I have already run pooled OLS but I would need to calculate a Fixed Effects Estimator (within estimator). Unfortunately I couldn't find anything like that in the RSearch and I suppose that lme (in package nlme) is not the answer.

Is there any defined function to calculate panel data estimators like Fixed Effects Estimators (within), a between estimator or a Random Effects estimator. For more details on the estimators I would like to use see: Cameron, A. C.; Trivedi, P. K.: "Microeconometrics. Methods and Applications", Cambridge University Press, 2005, pp. 695-809.

Thanks for your help.
David Stadelmann

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Received on Mon May 08 20:04:02 2006

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