David
>
> would obtain the intended prediction results.
>
> --
> Sent from my phone. Please excuse my brevity.
>
> On June 17, 2017 11:24:05 AM PDT, Miluji Sb <milujisb at gmail.com> wrote:
>> 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 very slow computation. Ideally, I would like to
>> do
>> the following:
>>
>> ###
>> reg2 <- felm(lny ~ x1+ I(x1)^2 + x2+ I(x2)^2 | id + year , data=mydata,
>> na.action="na.omit")
>> ###
>>
>> However, predict does not work with felm. Is there a way to either make
>> lm
>> faster or use predict with felm? Is parallelizing an option?
>>
>> Any help will be appreciated. Thank you!
>>
>> Sincerely,
>>
>> Milu
>>
>> [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
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>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at 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.
David Winsemius
Alameda, CA, USA