Since I have not seen a reply to this, I will offer a brief comment.
I first tried, 'RSiteSearch(panel regression)', which produced many
irrelevant hits. Then I tried, 'RSiteSearch(analysis of panel data)'.
The fourth item on that list was
I am currently trying to replicate the results I got
from RATS for a panel regression. The codes in RATS
looks like this:
* Final equation for Office Cap Rate Spread
* Regression, Panel Data
preg(effects=time, method=random) CapRate
# CapRate{1} RentCycle{1} VacancyChangeYTY
InflationYTY
