R implementation of the most frequently used three-dimensional fixed effects panel data models the appropriate Within estimators.
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DESCRIPTION
NAMESPACE
README.md

README.md

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

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, 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 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. Once you have installed Rtools, issue following command in command prompt:

R CMD build --binary <path to .tar.gz file>
R CMD INSTALL <path to .zip file>