[R] big quasi-fixed effects OLS model

[Bert Gunter]

Your query is far too vague to answer -- probably 90% of R packages qualify.

As you are an economist, obvious question: Have you looked at the CRAN
econometrics task view?

-- Bert

On Tue, May 8, 2012 at 8:30 PM, ivo welch <ivowel at gmail.com> wrote:
> dear R experts---now I have a case where I want to estimate very large
> regression models with many fixed effects---not just the mean type, but
> cross-fixed effects---years, months, locations, firms.  Many millions of
> observations, a few thousand variables (most of these variables are
> interaction fixed effects).  could someone please point me to packages, if
> any, that would help me estimate such models?  (can these problems be split
> over many different cores?)
>
> advice appreciated.
>
> /iaw
>
> ----
> Ivo Welch (ivo.welch at brown.edu, ivo.welch at gmail.com)
> CV Starr Professor of Economics (Finance), Brown University
> http://welch.econ.brown.edu/
>
>        [[alternative HTML version deleted]]
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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