Panel Data and Fixed Effects in R

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Tutorial video explaining the basics of working with panel data in R, including estimation of a fixed effects model using dummy variable and within estimation.

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This is excellent. I'd love to get even more videos like these on complete panel data exploration and other tests that we can run on such data. Thank you for the video and your work!

ShreyasMeher
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Hi, when I try to perform panel regression using fixed effect on STATA with dummy variables, STATA "Omit" my variable in the result. It shows "omitted". How can I avoid that?

FELIX-qrvd
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How do I get an intercept when doing a within model?

SuarezNrLfc
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Hello, how do I include country-fixed effects in my mulivariate logistic regression? Is it also the plm function? Looking forward for an answer.

sima
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Hi Seb
what if I want to create a dummy variable between high income countries and low income countries from WDI
How do i specifically do these on the ground of GDP~INTEREST_RATE, I'm having a difficult time searching for income in relation to this and creating dummies for it.

someone please help out

chibuikegerald
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Each time I'm running as effects= "twoways", I'm getting an error message as 'Error in solve.default(crossprod(WX, t.CP.WX.A1)) :
system is computationally singular: reciprocal condition number = 1.12264e-21'... Can you please shed some light?

swastikamukharjee
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Hi! Thank u so much for the video, but what if I was given the dummy variables to use?

염인선-gc
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Any tip on how to do the regression if I want to analyze 2 groups of countries across 50 years, devided into 5 decades and show the result seperatly for each country for each decade. That is the coefficients for the independet variables effect on the dependend variable, for each country (id) for each decade

oddsenHELL
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I'm getting the following error when I use index="state" fixed effect: Error in solve.default(vcov(x)[names(coefs_wo_int), names(coefs_wo_int)], : Lapack routine dgesv: system is exactly singular: U[1, 1] = 0

AviatorStone
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are you using both time and state fixed effects in your LSDV estimation?

shannoncoates
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Hello,
Thanks for your video. I have currently the task to analyze company data on buyouts. Here I have the financial information for multiple companies at different time series. For example company A has the financial information from 2005 - 2010, company B has financial information from 2008-2010 etc. So the number of years I got for the different companies differ and the timespan where I got the financial information from. How should I treat data like this? Could you please give me a hint? Thanks in advance.

MaximilianMichl
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Do we need to check the assumptions like etc before selecting model of regression or we should select model first either it is fixed effect or random effect?

HarpreetKaurDhanoa
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Can you please explain the dummy variable treatment in random effects? I want to understand the random effects across time. what should I do?

sharmasuraj
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Excellent Video. Sebastian is there a way to visualize a Multiple Linear Regression with Fixed Effects? I want to do a regression curve in a plot that considers fixed effects.

srcmaddin
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In short I Control for state in the within function. What if I’m interested not in years but states?

therpope
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Which stata version you are using, I am not able to use these commands

peacefulsoul
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Hello Sebastian. I have a data in which I regress net income of firms which are members of a business group on control variables and net working capital and ultimate owner of the business group ( firm, family or government). If I need to see the interaction between NWC and every type of owner I'd do NWC*type of owner, however, there will always be a type of interaction, the reference one, that won't be seen. I can't just look at the intercept because one of the regressors is type of owner (different to the one with the interaction). How could I solve this situation?

pablohernandezgomez
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I am trying to simulate data for the fixed effect model. I am struggling in generating the time-invariant & subject-invariant effect since they are must be correlated with X. Is there a reference on how to simulate these 2 effects?

Mohammed-ylwr
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thank you so much for your explanation can you help me with this error:
Error in plm.fit(data, model, effect, random.method, random.models, random.dfcor, :
empty model

sarahs
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Thank you this really was helpful! I’ve got one question: Why is the intercept coefficient estimate missing in the plm function?

luftetaralija