How to run regressions on multidimensional panel data in R

Question

I need to run a regression on a panel data . It has 3 dimensions (Year * Company * Country). For example:

============================================
 year | co         


        

Answer 1

If you want to control for another dimension in a within model, simply add a dummy for it:

plm(value.y ~ value.x + count, data = dataname, index = c("comp","year"))

Alternatively (especially for high-dimensional data), look at the lfe package which can 'absorb' the additional dimension so the summary output is not polluted by the dummy variable.