[R] "fixed effects" transformation

[ronggui]

plm function in plm package are for panel data model.
> library(plm)
> ?plm


2006/8/24, Eduardo Leoni <e.leoni at gmail.com>:
> Hi -
>
> I am doing an analysis using panel data methods, particularly what
> economists call "fixed effects". It can easily be done in R through
> the inclusion of factors in an lm formula. However, when the number of
> groups is excessive (in my case 2000+) it is much more efficient to
> demean the data by panel.
>
> I created this function following Farnsworth
> (http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf)
>
>
> demean <- function(x,index) {
>   for (i in unique(index)) {
>     for (j in 1:ncol(x)) {
>       x.now <- x[index==i,j]
>       x[index==i,j] <- x.now-mean(x.now,na.rm=TRUE)
>     }
>   }
>   x
> }
>
> it is obvious that there must be a much much more efficient way to do
> this, though. Any recommendations?
>
> thanks,
>
> -eduardo
>
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-- 
»ÆÈÙ¹ó
Department of Sociology
Fudan University