[R] Two Time Fixed Effects - LFE package

Miluji Sb
2015-11-15T13:37:33Z

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
>>
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>>
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