Dear all,

I have a small query.

Just like we have package leaps which can do variable selection for a
linear model, do we have any technique/software for variable selection
for panel data?

Here are the links to the mentioned packages:

https://cran.r-project.org/web/packages/leaps/leaps.pdf
https://cran.r-project.org/web/packages/plm/plm.pdf

Many thanks,
Ashim

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