lsdv-package: Least square dummy variable model
In lsdv: Least square dummy variable regression

Description Details Author(s) References Examples

Fit a least square dummy variable regression

Package:	lsdv
Type:	Package
Version:	1.1
Date:	2014-03-24
License:	Artistic-2.0

lsdv is general function for the estimation of least square dummy variable model.

Zaghdoudi Taha

Zaghdoudi Taha <zedtaha@gmail.com>

Amemiyia, T. (1971) The estimation of the variances in a variance–components model, International Economic Review, 12, pp.1–13.

Baltagi, B.H. (1981) Simultaneous equations with error components, Journal of econometrics, 17, pp.21–49.

Baltagi, B.H. (2001) Econometric Analysis of Panel Data. John Wiley and sons. ltd.

#Create some data 
pib<-as.matrix(c(12,3,4,0.4,0.7,5,0.7,0.3,0.6,89,7,8,45,7,4,5,0.5,5),nrows=18,ncols=1)
tir<-as.matrix(c(12,0.3,4,0.4,7,12,3.0,6.0,45,7.0,0.8,44,65,23,4,6,76,9),nrows=18,ncols=1)
inf<-as.matrix(c(1.2,3.6,44,1.4,0.78,54,0.34,0.66,12,0.7,8.0,12,65,43,5,76,65,8),nrows=18,ncols=1)
npl<-as.matrix(c(0.2,3.8,14,2.4,1.7,43,0.2,0.5,23,7.8,88,36,65,3,44,65,7,34),nrows=18,ncols=1)
# create a data frame 
mdata<-data.frame(p=pib,t=tir,int=inf,np=npl)
# fit the fixed function   
ls<-Lsdv(t~p+int+np,mdata,n=6,t=3)
summary(ls)