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]]
>
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