search for: lsdv

Hi, I'm trying to fit a fixed effect (LSDV) panelmodel with R. I have a dataset with y as dependent, x1&x2 as indeps, t as time index and i as an id-variable for each individual. There are three observations for each individual (t=1, t=2, t=3). I want to try a simple regression, but with individual intercepts: ------------------------...

...ariables, and nL1=first Lag of employment). I am unable to replicate other results. Specifically, I cannot even replicate the Least Squares Dummy Variable model with effects for both time and firm (in Stata: xi: regress n nL1 nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr* i.id) In R I tried: >emp.lsdv <- plm(dynformula(emp ~ wage + capital + output, lag = list(2, 1, 2, 2), log = TRUE), EmplUK, model="within", effect = "twoways") >summary(emp.lsdv) but the coefficients do not match up with results shown on p 18 of Roodman. Can someone help point out what I am doi...

Hi, all! Anyone know an easy way to specify the following model. Panel dataset, with stock through time, by firm. I want to run a model of y on a bunch of explanatory variables, and one dummy for each firm, which is 1 for observations that come from firm i, and 0 everywhere else. I have over 200 firms (and a factor variable that contains a firm identifier). Any easy way of going about

Dear Sir/ Madam, I am writing about the panel data for my bachelor degree. I would really appreciate if You could help dealing with R functions. I am trying to estimate the panel data lm model with plm function. When i include 3dummy variables into the regression it dont appear in the sumarry of the model, but when i estimate a simple lm model it appears. Why is it so? What should i do to