R plm package
A package for Panel analysis in R.
It supports several models – within
(fixed effect), random
, between
, pooling
– and effects – individual
, time
, twoways
.
Example:
library("plm")
data("Grunfeld", package="plm")
grun.twfe <- plm(inv~value+capital, data=Grunfeld, model="within", effect="twoways")
See also the “Panel Data Models” chapter from Principles of Econometrics with R.