[R] Panel Data Analysis

[Douglas Bates]

umeno <umeno at students.uiuc.edu> writes:

> I have been having hard time trying to find out commands to conduct
> panel data analysis such as random effect, fixed effect, within
> effect, and specification tests for these panel data models.

> Could anyone please tell me where I can find commands and examples
> for panel data analysis?

lme from the nlme package.  It is described in detail in Pinheiro and
Bates (2000) "Mixed-effects Models in S and S-PLUS".  Jed Frees
<jfrees at bus.wisc.edu> may have examples more specifically oriented to
panel data models.