[R] Two Time Fixed Effects - LFE package

Miluji Sb milujisb at gmail.com
Sat Nov 14 23:18:23 CET 2015

I have weekly panel data for more than a hundred cities. The independent
variables are temperature and precipitation. The time dimensions are year
and week and likely have time invariant characteristics and are all
important for proper estimation.

Could I use the LFE (or plm) package to estimate something like this by
including the location and two time fixed-effects?

felm(outcome ~ temperature + precipitation | city + year + week



	[[alternative HTML version deleted]]

More information about the R-help mailing list