Displaying 1 result from an estimated 1 matches for "pd_fe2".
2010 May 17
0
plm(..., model="within", effect="twoways") is very slow on unablanaced data (was: Re: Regressions with fixed-effect in R)
...onable time (prepare to
terminate the process)
pd_fe1 <- plm(y ~ x + x1, data = pdata,
model = "within", effect="twoways")
summary(pd_fe1)
plmr2(pd_fe1, F, "twoways") ##neither this on pd_fe1 fitted previously
## individual within with manual time effs: ~10sec
pd_fe2 <- plm(y ~ x + x1 + ti, data = pdata,
model = "within", effect="individual")
summary(pd_fe2)
plmr2(pd_fe2, F, "individual")
#[1] 0.52888
## extract within R-sq from the above fails (prepare to terminate the process)
plmr2(pd_fe2, F, "twoways")
I wou...