Is this an R question or an econometrics question? I'll assume that it
is an R question. If your weeks are coded sequentially (i.e.: weeks
since a particular date), then they'll be strictly determined by year.
If however you're interested in the effect of a particular week of the
year (week 7, for example), then you'll need to recode your week
variable as a factor with 52 levels. For that you'd likely need the
"%%" operator. For example:
1> 1:10%%3
[1] 1 2 0 1 2 0 1 2 0 1
On 11/14/2015 05:18 PM, Miluji Sb wrote:
I have weekly panel data for more than a hundred cities. The independent
variables are temperature and precipitation. The time dimensions are year
and week and likely have time invariant characteristics and are all
important for proper estimation.
Could I use the LFE (or plm) package to estimate something like this by
including the location and two time fixed-effects?
felm(outcome ~ temperature + precipitation | city + year + week
Thanks!
MS
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