Re: [R] Prediction with two fixed-effects - large number of IDs

> On Jun 17, 2017, at 12:01 PM, Jeff Newmiller wrote: > > I have no direct experience with such horrific models, but your formula is a > mess and Google suggests the biglm package with ffdf. > > Specifically, you should convert your discrete variables to factors before > you build the model,

Re: [R] Prediction with two fixed-effects - large number of IDs

Dear Jeff, Thank you so much and apologies for the typo in I() - it was silly. I will try the biglm package - thanks! Sincerely, Milu On Sat, Jun 17, 2017 at 9:01 PM, Jeff Newmiller wrote: > I have no direct experience with such horrific models, but your formula is > a mess and Google sugges

Re: [R] Prediction with two fixed-effects - large number of IDs

I have no direct experience with such horrific models, but your formula is a mess and Google suggests the biglm package with ffdf. Specifically, you should convert your discrete variables to factors before you build the model, particularly since you want to use predict after the fact, for whic

[R] Prediction with two fixed-effects - large number of IDs

Dear all, I am running a panel regression with time and location fixed effects: ### reg1 <- lm(lny ~ factor(id) + factor(year) + x1+ I(x1)^2 + x2+ I(x2)^2 , data=mydata, na.action="na.omit") ### My goal is to use the estimation for prediction. However, I have 8,500 IDs, which is resulting in v