[英]R: plm individual and time fixed effects but no other regressors
I want to run a regression including only time and individual fixed effects (ie no other right-hand side variables). 我想进行仅包括时间和单个固定影响(即没有其他右侧变量)的回归。
I try to do this with plm
: 我尝试用
plm
做到这一点:
plm(y ~ -1,data=data, effect="twoways", model="within")
However, the syntax is not correct, nor does it work to just suppress the -1
from the model formula. 但是,语法不正确,仅从模型公式中抑制
-1
也不起作用。
The error message is: Error in uniqval[as.character(effect), , drop = F] : incorrect number of dimensions
错误消息是:
Error in uniqval[as.character(effect), , drop = F] : incorrect number of dimensions
What is the correct syntax with plm for a regression of y
on only time and individual fixed effects? plm仅对时间和单个固定效应进行
y
回归的正确语法是什么?
Thanks! 谢谢!
Seems to me to be not supported by plm
. 在我看来,不受
plm
支持。 Use a lm
approach instead: 改用
lm
方法:
library(plm)
data(Grunfeld)
# not possible with plm
mod <- plm(inv ~ -1, data=Grunfeld, model="within", effect = "twoways")
# use lm instead
mod2 <- lm(inv ~ -1 + factor(firm) + factor(year), data=Grunfeld)
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