Your query is far too vague to answer -- probably 90% of R packages qualify.
As you are an economist, obvious question: Have you looked at the CRAN econometrics task view? -- Bert On Tue, May 8, 2012 at 8:30 PM, ivo welch <ivo...@gmail.com> wrote: > dear R experts---now I have a case where I want to estimate very large > regression models with many fixed effects---not just the mean type, but > cross-fixed effects---years, months, locations, firms. Many millions of > observations, a few thousand variables (most of these variables are > interaction fixed effects). could someone please point me to packages, if > any, that would help me estimate such models? (can these problems be split > over many different cores?) > > advice appreciated. > > /iaw > > ---- > Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com) > CV Starr Professor of Economics (Finance), Brown University > http://welch.econ.brown.edu/ > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
