https://github.com/daroczig/within
R implementation of the most frequently used three-dimensional fixed effects panel data models the appropriate Within estimators.
https://github.com/daroczig/within
Last synced: about 1 year ago
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R implementation of the most frequently used three-dimensional fixed effects panel data models the appropriate Within estimators.
- Host: GitHub
- URL: https://github.com/daroczig/within
- Owner: daroczig
- Created: 2014-06-14T13:44:43.000Z (about 12 years ago)
- Default Branch: master
- Last Pushed: 2014-12-15T19:54:18.000Z (over 11 years ago)
- Last Synced: 2025-03-24T00:16:57.898Z (about 1 year ago)
- Language: R
- Size: 270 KB
- Stars: 4
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# Within estimators for fixed effects panel data
This package includes R functions to the most frequently used three-dimensional fixed effects panel data models and the appropriate Within estimators based on
* László Balázsi, László Mátyás and Tom Wansbeek (2014): [The Estimation of Multi-dimensional Fixed Effects Panel Data Models](http://EconPapers.repec.org/RePEc:ceu:econwp:2014_1). No 2014_1, CEU Working Papers, Department of Economics, Central European University.
The original goal of this package is to provide a way to do all the required transformations and estimates for reasonable large datasets on commodity hardware in reasonable time. The algorithms were tested on a laptop with 8 Gb of RAM for 180 x 180 x 46 matrices.
## Installation
The package is not on CRAN yet, but he most recent version is hosted on [GitHub](https://github.com/rapporter/rapport), so installation is rather easy with the nifty function from `devtools` package:
```
library(devtools)
install_github('within', 'daroczig')
```
Or download the [sources in a zip file](https://github.com/daroczig/within/archive/master.zip) and build manually. To do so, please unzip the file to an empty dir and run the following commands there:
```
R CMD build rapport
R CMD INSTALL within_0.1.tar.gz
```
If you're running R on Windows, you need to install [Rtools](http://cran.stat.ucla.edu/bin/windows/Rtools/ ). Once you have installed `Rtools`, issue following command in command prompt:
```
R CMD build --binary
R CMD INSTALL
```