[R] how to fit just a fixed effects model?

James McBroom mcbroom at stats.ox.ac.uk
Tue Sep 17 10:41:05 CEST 2002


Pijus,

The gls function in the nlme library allows you to fit a linear model 
under certain error assumptions (eg some types of correlation), which 
might line up with those you'd use xtreg for in Stata.

James.

Pijus Virketis wrote:

>Dear all,
>
>How can one fit just a fixed effects model in R? lme() seems to require a random component, whereas I am just looking for something like STATA's "xtreg, fe" function. 
>
>Thanks,
>
>Pijus
>
>
>----
>W: 212-588-7897
>F: 212-446-1955 
>
>
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-- 
James McBroom
Department of Statistics,     web: http://www.stats.ox.ac.uk/~mcbroom 
University of Oxford,         
1 South Parks Road,            ph: +44 (0)1865 272879
Oxford OX1 3TG.               fax: +44 (0)1865 272595




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