Package | Description |
---|---|
dev.nm.stat.regression.linear.panel |
Modifier and Type | Class and Description |
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class |
FixedEffectsModel
Fits the panel data to this linear model:
\[
y_{it} = \alpha_{i}+X_{it}\mathbf{\beta}+u_{it}
\]
where \(y_{it}\) is the dependent variable observed for individual \(i\) at
time \(t\), \(X_{it}\) is the time-variant \(1\times K\) regressor matrix,
\(\alpha_{i}\) is the unobservable time-invariant individual effect and
\(u_{it}\) is the error term.
|
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