[R] Two Time Fixed Effects - LFE package

Andrew Crane-Droesch
2015-11-14T23:13:43Z

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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