[R] R-newbie-question, fixed effects panel model, large number of observations

[ronggui]

This is one function I wrote.
http://sociology.yculblog.com/post.794856.html



2006/2/12, Thomas Wilde <thomas.wilde at gmx.de>:
> Hi,
>
> I'm trying to fit a fixed effect (LSDV) panelmodel with R. I have a dataset
> with y as dependent, x1&x2 as indeps, t as time index and i as an
> id-variable for each individual. There are three observations for each
> individual (t=1, t=2, t=3).
>
> I want to try a simple regression, but with individual intercepts:
>
> -------------------------------------------------
> # reading in some data ...
>
> mydata <- read.csv(...)
> attach(mydata)
>
> # fit modell
>
> mymodel <- lm(y ~ -1 + factor(i) + x1 + x2)
> summary(mymodel)
> -------------------------------------------------
>
> Works fine when the size of my dataset doesn't exceed about n=5000
> observations, but I have some more. Can I do a partitioned regression with
> R, are there any other options already implemented in R ?
>
> Thanks,
> Thomas
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>


--
»ÆÈÙ¹ó
Deparment of Sociology
Fudan University