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2006 May 08
1
Panel Data Estimators (within, between, Random Effects estimator)
...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 (in package
nlme) is not the answer.
Is there any defined function to calculate panel data estimators like
Fixed Effects Estimators (within), a between estimator or a Random
Effects estimator. For more details on the estimators I would like to
use see: Cameron, A. C.; Tr...