dear R experts: sorry, I have to ask this again. I know that the answer is in section 7.2 of "S Programming," but I don't have the book (and I plan to buy the next edition---which I hope will be titled S/R programming ;-) ).
I believe the following yields a standard fixed-effects estimation: fixed.effects = as.factor( as.integer( runif(100)*10 ) ) y=rnorm(100); x=rnorm(100); print(summary(lm( Y ~ X + fe))) I would like to know how to get the same coefficient on X using nlme. (I cannot use this ordinary lm method in my real application, simply because I have 10,000 fixed effects.) I tried a variety of arguments to the "fixed" nlme parameter (e.g., fixed=list(fmid)), but did not get the syntax right. could someone please tell me the magic spell? may I also suggest that such an example be added to the nlme examples documentation, too, please? help appreciated. regards, /ivo ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code.
