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I'm trying to perform a panel data regression that accounts for fixed effects with the PLM package in R. However, PLM doesnt seem to be able to handle data with a size of almost 4 million observations and 20 control variables.

Are there other R or python packages that may be able to handle panel data of this size? Or is there a way to coax PLM package to work better with big data sets?

krenova
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    check out the r package `lfe`, it is designed for estimating large panels with many dummies – gfgm Nov 04 '18 at 11:55
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    you are right. i wasnt doing my search right. thanks for the help. For those that need a good reference example to get started, do look this link: http://karthur.org/2016/fixed-effects-panel-models-in-r.html – krenova Nov 04 '18 at 14:56

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