Strange that it takes so long in zelig. As an alternative, try the plm
package. For example
zz <- plm(Y~X1+X2+..., data=data, index=c("Z"), model = "within")
From: gov2001-l-bounces at
lists.fas.harvard.edu
[mailto:gov2001-l-bounces at
lists.fas.harvard.edu] On Behalf Of Aakanksha
Pande
Sent: Saturday, March 29, 2008 10:50 PM
To: gov2001-l at
lists.fas.harvard.edu
Subject: [gov2001-l] Fixed effects in R
Hi,
I am trying to do a fixed effects model in R and keep getting various error
messages. In stata my code is
xtreg y x1 x2.......x20, fe(z)
y is my outcome variable and x1-x20 explanatory variables, z is the level at
which i want to calculate fixed effects (here the district level)
I have tried this in zelig using model (ls.mixed) and in nlme but it takes
hours to calculate and usually i get strange error messages. i may have the
wrong syntax. any ideas on how to convert the command in STATA above into R?
thanks!
Aaka