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:

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 year | co         


        

Answer 1

I think you can also do:

df <-transform(df, ID = as.numeric(interaction(comp, count, drop=TRUE))) 

And then estimate

result <- plm(value.y ~ value.x, data = df, index = ("ID","year"))