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xtreg2way  

Feasible Estimation of the Two-Way Fixed Effect Model
View on CRAN: Click here


Download and install xtreg2way package within the R console
Install from CRAN:
install.packages("xtreg2way")

Install from Github:
library("remotes")
install_github("cran/xtreg2way")

Install by package version:
library("remotes")
install_version("xtreg2way", "1.0.0")



Attach the package and use:
library("xtreg2way")
Maintained by
Paulo Somaini
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-08-11
Latest Update: 2022-11-25
Description:
Implemented is an algorithm to estimate the two-way fixed effect linear model.The coefficients of interest are computed using the residuals from theprojection of all variables on the two sets of fixed effects. Our algorithmhas three desirable features. First it manages memory and computationalresources efficiently which speeds up the computation of the estimates.Second it allows the researcher to estimate multiple specificationsusing the same set of fixed effects at a very low computational cost.Third the asymptotic variance of the parameters of interest can beconsistently estimated using standard routines on the residualized data.Somaini P. Wolak F. A. 2016 doi10.1515jem-2014-0008Arellano M. 1987 httpsideas.repec.orgablaobuestv49y1987i4p431-34.html.
How to cite:
Paulo Somaini (2020). xtreg2way: Feasible Estimation of the Two-Way Fixed Effect Model. R package version 1.0.0, https://cran.r-project.org/web/packages/xtreg2way. Accessed 17 Feb. 2025.
Previous versions and publish date:
1.0.0 (2020-08-11 10:40)
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