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. 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.
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
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>