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2005 Jun 04
1
can R do Fixed-effects (within) regression (panel data)?
...)
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://fmwww.bc.edu/ec-p/data/wooldridge/JTRAIN
iis fcode
tis year
xtreg lscrap d88 d89 grant grant_1, fe
Fixed-effects (within) regression Number of obs = 162
Group variable (i) : fcode Number of groups = 54
R-sq: within = 0.2010 Obs per group: min = 3
between = 0.0079...