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Panel regression in R

2 messages · Haibo Huang, Spencer Graves

Original
Haibo Huang
# 
I am currently trying to replicate the results I got
from RATS for a panel regression. The codes in RATS
looks like this: 

* Final equation for Office Cap Rate Spread
* Regression, Panel Data
preg(effects=time, method=random) CapRate
# CapRate{1} RentCycle{1} VacancyChangeYTY
InflationYTY RealGDPyty 

Just wonder what R package also allow me to have the
options like (effects=time, method=random). Could
anyone share some thoughts with me? Any input will be
helpful. Thank you very much!

Best,
Ed.
6 days later
Spencer Graves
# 
Since I have not seen a reply to this, I will offer a brief comment. 
  I first tried, 'RSiteSearch("panel regression")', which produced many 
irrelevant hits.  Then I tried, 'RSiteSearch("analysis of panel data")'. 
  The fourth item on that list was 
"http://finzi.psych.upenn.edu/R/Rhelp02a/archive/26962.html".  Have you 
seen this?  By the way, I highly recommend the book mentioned in this 
post, Pinheiro and Bates (2000), "Mixed-effects Models in S and S-PLUS" 
(Springer);  it has contributed substantively to my education.  Other 
hits in this "RSiteSearch" may also interest you.

	  If you still have questions, please submit another post -- preferably 
after reading the posting guide! 
"http://www.R-project.org/posting-guide.html".  This "posting guide" was 
designed to help people get better answers quicker with overall less 
effort.  It may look like silly bureaucracy, but it seems to me to be 
quite helpful when followed.

	  spencer graves
Haibo Huang wrote: