Since I have not seen a reply to this, I will offer a brief comment.
I first tried, 'RSiteSearch("panel regression")', which
produced many
irrelevant hits. Then I tried, 'RSiteSearch("analysis of panel
data")'.
The fourth item on that list was
"http://finzi.psych.upenn.edu/R/Rhelp02a/archive/26962.html". Have
you
seen this? By the way, I highly recommend the book mentioned in this
post, Pinheiro and Bates (2000), "Mixed-effects Models in S and
S-PLUS"
(Springer); it has contributed substantively to my education. Other
hits in this "RSiteSearch" may also interest you.
If you still have questions, please submit another post -- preferably
after reading the posting guide!
"http://www.R-project.org/posting-guide.html". This "posting
guide" was
designed to help people get better answers quicker with overall less
effort. It may look like silly bureaucracy, but it seems to me to be
quite helpful when followed.
spencer graves
Haibo Huang wrote:
> I am currently trying to replicate the results I got
> from RATS for a panel regression. The codes in RATS
> looks like this:
>
> * Final equation for Office Cap Rate Spread
> * Regression, Panel Data
> preg(effects=time, method=random) CapRate
> # CapRate{1} RentCycle{1} VacancyChangeYTY
> InflationYTY RealGDPyty
>
> Just wonder what R package also allow me to have the
> options like (effects=time, method=random). Could
> anyone share some thoughts with me? Any input will be
> helpful. Thank you very much!
>
> Best,
> Ed.
>
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