README.md

In daroczig/within: Within estimators for fixed effects panel data

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.

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>

daroczig/within documentation built on May 14, 2019, 6:10 p.m.