[R] Panel Data Estimators (within, between, Random Effects estimator)

[David STADELMANN]

Dear R Users,

Here is another probelm/question.

I would like to run some panel regressions with R. Therefore I have 
combined several time periods of data for different individuals in my 
database.

I have already run pooled OLS but I would need to calculate a Fixed 
Effects Estimator (within estimator). Unfortunately I couldn't find 
anything like that in the RSearch and I suppose that lme (in package 
nlme) is not the answer.

Is there any defined function to calculate panel data estimators like 
Fixed Effects Estimators (within), a between estimator or a Random 
Effects estimator. For more details on the estimators I would like to 
use see: Cameron, A. C.; Trivedi, P. K.: "Microeconometrics. Methods and 
Applications", Cambridge University Press, 2005, pp. 695-809.

Thanks for your help.
David Stadelmann

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David Stadelmann
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Université de Fribourg
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