Fixed effects regression | R Documentation |

Fixed effects regression.

```
fe.lmfit(y, x, id)
```

`y` |
A numerical vector or a numerical matrix. |

`x` |
A numerical matrix with the predictor variables. |

`id` |
A vector with the subject ids. This can be factor or a numerical. |

The function performs fixed effects regression (within estimator) for panel (longitudinal) data. It can also handle unblanced designs. A main difference from the package "plm" is that it returns much fewer information, but much faster.

A list including:

`be` |
The beta coefficients. |

`fe` |
The fixed effect deviations. |

`residuals` |
The residuals of the linear model(s). |

Michail Tsagris.

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

https://www.econometrics-with-r.org/10-rwpd.html

```
cluster.lm, gee.reg, fipois.reg, wild.boot
```

```
y <- rnorm(100)
x <- rnorm(100)
id <- rep(1:10, 10)
mod <- fe.lmfit(y, x, id)
```

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.