Hi, the way it is asked you are not likely to receive an answer to your
question. 

The reasons are:

1. Your question is way to unspecific. What kind of panel data analysis? How
should we know? A package for linear panel data models and packages for
random (mixed) effects models are implemented in R. For a starter on
regression in R, see
cran.r-project.org/doc/contrib/Ricci-refcard-regression.pdf

2. You don't demonstrate own effort to do what you want to achieve (if you
did, provide the minimally self-contained code along with your specific
question).

3. Your question reads like homework. This is not a homework list. But more
importantly, nobody is just going to put effort into solving your problem if
it reads like it is effort that you should be taking.

4. Your question reads like you don't know much about R in the first place.
If that is so, you want to familiarize yourself with R using one of the many
(online) manual and perhaps Ricci's refcard.

cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf

Please follow the rules of the posting guide and you will have a much better
chance of getting help.

http://www.r-project.org/posting-guide.html

Best,
Daniel

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