dear R wizards:
not important. more a curiosity or esthetics question.
is there a way to extend the standard lm command, so that it takes a new
argument that handles fixed effects? right now, I have (provided to me
from an expert---I would have never figured this one out):
diffid <- function(h,id) {
id <- as.factor(id)[, drop=TRUE]
apply(as.matrix(h), 2, function(x) x - tapply(x,id,mean)[id]
}
which is used as
r= lm( diffid(y, firmid) ~ diffid(x, firmid ) )
it works, but it would be much nicer if I could just write
r= lm( y ~ x + z, fixed.effects=firmid )
does this already exists as a package? or has someone figured out how to
program this?
as I wrote---this is a curiosity question, not a substance question.
regards,
/iaw
----
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
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