Hi, I have been having hard time trying to find out commands to conduct panel data analysis such as random effect, fixed effect, within effect, and specification tests for these panel data models. Could anyone please tell me where I can find commands and examples for panel data analysis? Thank you Soyoko
umeno <umeno at students.uiuc.edu> writes:> I have been having hard time trying to find out commands to conduct > panel data analysis such as random effect, fixed effect, within > effect, and specification tests for these panel data models.> Could anyone please tell me where I can find commands and examples > for panel data analysis?lme from the nlme package. It is described in detail in Pinheiro and Bates (2000) "Mixed-effects Models in S and S-PLUS". Jed Frees <jfrees at bus.wisc.edu> may have examples more specifically oriented to panel data models.