Re: [R] fixed effects with clustered standard errors

2012-02-11 Thread Francesco
ndex)%in%row.names(X))] >> >>   ## within transf. >>   MX<-matrix(NA,ncol=dim(X)[[2]],nrow=dim(X)[[1]]) >>   for(i in 1:dim(X)[[2]]) { >>     MX[,i]<-demean(X[,i],index=ind,lambda=1) >>     } >>   My<-demean(y,index=ind,lambda=1) >> >>

Re: [R] fixed effects with clustered standard errors

2012-02-09 Thread John L
,i],index=ind,lambda=1) >     } >   My<-demean(y,index=ind,lambda=1) > >   ## estimate within model >   femod<-lm(My~MX-1) > >   return(femod) > } > ### end test function > > > Best, > Giovanni > > ### original message #

[R] fixed effects with clustered standard errors

2012-02-08 Thread Millo Giovanni
Best, Giovanni ### original message # ---------- Message: 28 Date: Tue, 07 Feb 2012 15:35:07 +0100 From: caribou...@gmx.fr To: r-help@r-project.org Subject: [R] fixed effects with clustered standard errors Message-ID: <20120207143507.142...@gmx.com> C

[R] fixed effects with clustered standard errors

2012-02-07 Thread cariboupad
Dear R-helpers, I have a very simple question and I really hope that someone could help me I would like to estimate a simple fixed effect regression model with clustered standard errors by individuals. For those using Stata, the counterpart would be xtreg with the "fe" option, or areg with the