I need to run a regression on a panel data . It has 3 dimensions (Year * Company * Country). For example:
============================================ year | co
I think you want to use lm() instead of plm(). This blog post here discusses what you're after:
lm()
plm(
https://www.r-bloggers.com/r-tutorial-series-multiple-linear-regression/
for your example I'd imagine it would look something like the following:
lm(formula = comp ~ count + year, data = dataname)