[R] Regressions with fixed-effect in R

2010-05-12 Thread Millo Giovanni
) } and then r2(yourmodel) Hope this helps Giovanni -- Message: 13 Date: Tue, 11 May 2010 13:21:02 +0100 From: Liviu Andronic landronim...@gmail.com To: Daniel Malter dan...@umd.edu Cc: r-help@r-project.org Subject: Re: [R] Regressions with fixed-effect in R Message

Re: [R] Regressions with fixed-effect in R

2010-05-11 Thread Liviu Andronic
On 5/11/10, chen jia chen_1...@fisher.osu.edu wrote: Are there any functions that specifically deal with fixed-effects? Other than plm and its vignette, you may want to check this document [1]. Liviu [1] http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf

Re: [R] Regressions with fixed-effect in R

2010-05-11 Thread Liviu Andronic
Dear Daniel On 5/11/10, Daniel Malter dan...@umd.edu wrote: R-squared of interest is typically the within R-squared, not the overall or Could you point to an example on how to compute the within R-squared in R, either via lm() or plm()? Thank you Liviu

Re: [R] Regressions with fixed-effect in R

2010-05-11 Thread chen jia
Thanks. I have the PDF document that you suggest. It is very brief on fixed-effect in panel regressions. I will look into plm package. Best, Jia On Tue, May 11, 2010 at 8:19 AM, Liviu Andronic landronim...@gmail.com wrote: On 5/11/10, chen jia chen_1...@fisher.osu.edu wrote:  Are there any

Re: [R] Regressions with fixed-effect in R

2010-05-11 Thread Daniel Malter
, 89) =16.05 Prob F = 0. HTH, Daniel -- View this message in context: http://r.789695.n4.nabble.com/Regressions-with-fixed-effect-in-R-tp2173314p2183703.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r

[R] Regressions with fixed-effect in R

2010-05-10 Thread chen jia
Hi there, Maybe people who know both R and econometrics will be able to answer my questions. I want to run panel regressions in R with fixed-effect. I know two ways to do it. First, I can include factor(grouping_variable) in my regression equation. Second, I plan to subtract group mean from my

Re: [R] Regressions with fixed-effect in R

2010-05-10 Thread Daniel Malter
. Daniel -- View this message in context: http://r.789695.n4.nabble.com/Regressions-with-fixed-effect-in-R-tp2173314p2173326.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman