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350001
2005 Jun 04
1
can R do Fixed-effects (within) regression (panel data)?
...0476592 .2315544
d87 | .1349289 .0813135 1.66 0.097 -.0244427 .2943005
_cons | .0235864 .1506683 0.16 0.876 -.271718 .3188907
-------------+----------------------------------------------------------------
sigma_u | .32460315
sigma_e | .35099001
rho | .46100216 (fraction of variance due to u_i)
2)
can R do Fixed-effects (within) regression as Stata's xtreg?
the followng example is from
"Introductory Econometrics: A Modern Approach" by Jeffrey M. Wooldridge
Chapter 14 - Advanced Panel Data Methods
use http:...