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2010 May 17
0
plm(..., model="within", effect="twoways") is very slow on unablanaced data (was: Re: Regressions with fixed-effect in R)
...;)) dim(pdata) #[1] 18018 5 paste("n=", length(unique(pdata$id))); paste("T=", length(unique(pdata$ti))); paste("N=", length((pdata$ti))) #[1] "n= 2000" #[1] "T= 15" #[1] "N= 18018" ## individual within model: no issues, 5sec affair pd_fe1 <- plm(y ~ x + x1, data = pdata, model = "within", effect="individual") summary(pd_fe1) plmr2(pd_fe1, F, "individual") ## twoways within model: never finishes in reasonable time (prepare to terminate the process) pd_fe1 <- plm(y ~ x + x1, data = pdata, mo...