Hi If you'd like to fit a fixed effect model without random effects, you can use lm() or aov() (see ?lm and ?aov). If your variable is a factor (?factor) then you can specify your model in lm() without coding all dummy variables.
Regards, Christoph Buser -------------------------------------------------------------- Christoph Buser <[EMAIL PROTECTED]> Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser/ -------------------------------------------------------------- Tobias Muhlhofer writes: > Hi, all! > > Anyone know an easy way to specify the following model. > > Panel dataset, with stock through time, by firm. > > I want to run a model of y on a bunch of explanatory variables, and one > dummy for each firm, which is 1 for observations that come from firm i, > and 0 everywhere else. I have over 200 firms (and a factor variable that > contains a firm identifier). > > Any easy way of going about this, without having to define all these > dummies? I checked lme() with random = ~ 1|firm, but the problem is that > these are random effects, i.e. that there are firm-by-firm disturbance > terms and overall disturbance terms, whereas I want just overall > disturbance terms. This is generally called a "fixed effects" model, > although it seems like the term "fixed effects" is being used somewhat > differently in the context of the nlme package. > > Toby > > -- > ************************************************************************** > When Thomas Edison invented the light bulb he tried over 2000 > experiments before he got it to work. A young reporter asked > him how it felt to have failed so many times. He said > "I never failed once. I invented the light bulb. > It just happened to be a 2000-step process." > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > > !DSPAM:431c4675196241771238468! ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
