fdm | R Documentation |
The function fits first difference models using GLS estimation.
fdm(
formula,
data,
id = NULL,
wave = NULL,
use.wave = FALSE,
min.waves = 1,
variance = c("toeplitz-1", "constrained", "unconstrained"),
error.type = c("CR2", "CR1S"),
...
)
formula |
Model formula. See details for crucial
info on |
data |
The data, either a |
id |
If |
wave |
If |
use.wave |
Should the wave be included as a predictor? Default is FALSE. |
min.waves |
What is the minimum number of waves an individual must
have participated in to be included in the analysis? Default is |
variance |
One of |
error.type |
Either "CR2" or "CR1S". See the |
... |
Ignored. |
Allison, P. D. (2019). Asymmetric fixed-effects models for panel data. Socius, 5, 1-12. https://doi.org/10.1177/2378023119826441
if (requireNamespace("clubSandwich")) {
data("teen_poverty")
# Convert to long format
teen <- long_panel(teen_poverty, begin = 1, end = 5)
model <- fdm(hours ~ lag(pov) + spouse, data = teen)
summary(model)
}
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