R help - Nov 2015 - Two Time Fixed Effects - LFE package

I have weekly panel data for more than a hundred cities. The independent
variables are temperature and precipitation. The time dimensions are year
and week and likely have time invariant characteristics and are all
important for proper estimation.

Could I use the LFE (or plm) package to estimate something like this by
including the location and two time fixed-effects?

felm(outcome ~ temperature + precipitation | city + year + week

Thanks!

MS

	[[alternative HTML version deleted]]

Is this an R question or an econometrics question?  I'll assume that it 
is an R question.  If your weeks are coded sequentially (i.e.: weeks 
since a particular date), then they'll be strictly determined by year.  
If however you're interested in the effect of a particular week of the 
year (week 7, for example), then you'll need to recode your week 
variable as a factor with 52 levels.  For that you'd likely need the 
"%%" operator.  For example:

1> 1:10%%3
  [1] 1 2 0 1 2 0 1 2 0 1



On 11/14/2015 05:18 PM, Miluji Sb wrote:
> I have weekly panel data for more than a hundred cities. The independent
> variables are temperature and precipitation. The time dimensions are year
> and week and likely have time invariant characteristics and are all
> important for proper estimation.
>
> Could I use the LFE (or plm) package to estimate something like this by
> including the location and two time fixed-effects?
>
> felm(outcome ~ temperature + precipitation | city + year + week
>
> Thanks!
>
> MS
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

Dear Andrew,

Thank you for your reply. Its an R question. The weeks are coded as 1-53
for each year and I would like to control weeks and years as time fixed
effects.

Will this be an issue if I estimate this type of regression using the LFE
package?

felm(outcome ~ temperature + precipitation | city + year + week

Thanks again!

Sincerely,

MS

On Sun, Nov 15, 2015 at 12:13 AM, Andrew Crane-Droesch <andrewcd at
gmail.com>
wrote:
> Is this an R question or an econometrics question?  I'll assume that it
is
> an R question.  If your weeks are coded sequentially (i.e.: weeks since a
> particular date), then they'll be strictly determined by year.  If
however
> you're interested in the effect of a particular week of the year (week
7,
> for example), then you'll need to recode your week variable as a factor
> with 52 levels.  For that you'd likely need the "%%"
operator.  For example:
>
> 1> 1:10%%3
>  [1] 1 2 0 1 2 0 1 2 0 1
>
>
>
>
> On 11/14/2015 05:18 PM, Miluji Sb wrote:
>
>> I have weekly panel data for more than a hundred cities. The
independent
>> variables are temperature and precipitation. The time dimensions are
year
>> and week and likely have time invariant characteristics and are all
>> important for proper estimation.
>>
>> Could I use the LFE (or plm) package to estimate something like this by
>> including the location and two time fixed-effects?
>>
>> felm(outcome ~ temperature + precipitation | city + year + week
>>
>> Thanks!
>>
>> MS
>>
>>         [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
	[[alternative HTML version deleted]]