Dear Andrew, Thank you for your reply. Its an R question. The weeks are coded as 1-53 for each year and I would like to control weeks and years as time fixed effects.
Will this be an issue if I estimate this type of regression using the LFE package? felm(outcome ~ temperature + precipitation | city + year + week Thanks again! Sincerely, MS On Sun, Nov 15, 2015 at 12:13 AM, Andrew Crane-Droesch <andre...@gmail.com> wrote: > 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 >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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. >> > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
