search for: expersq

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2006 May 08
1
Panel Data Estimators (within, between, Random Effects estimator)
Dear R Users, Here is another probelm/question. I would like to run some panel regressions with R. Therefore I have combined several time periods of data for different individuals in my database. I have already run pooled OLS but I would need to calculate a Fixed Effects Estimator (within estimator). Unfortunately I couldn't find anything like that in the RSearch and I suppose that lme
2005 Jun 04
1
can R do Fixed-effects (within) regression (panel data)?
i want to ask 2 questions. 1) can R do Random-effects GLS regression which i can get from Stata? the following result is frome Stata.can I get the alike result from R? xtreg lwage educ black hisp exper expersq married union, re Random-effects GLS regression Number of obs = 4360 Group variable (i) : nr Number of groups = 545 R-sq: within = 0.1799 Obs per group: min = 8 between = 0.1860...