I have a question about panel data related to feols in R.
Suppose that I have the linear regression model
<code>y_{it}=a+x_{1it}+x_{2it}+error_{it}
</code>
<code>y_{it}=a+x_{1it}+x_{2it}+error_{it}
</code>
y_{it}=a+x_{1it}+x_{2it}+error_{it}
where i=1,…,T is country index and t=1,…,T is the period.
In R, I run these model
<code> model A feols(y~ x1| Country[x2], data = mydata)
model B feols(y~ x1+Country/x2, data = mydata)
model C feols(y~ x1+i(Country,x2), data = mydata)
model D feols(y~ x1+i(Country,x2)|Country, data = mydata)
model E feols(y~ x1 |Country^year, data = mydata)
</code>
<code> model A feols(y~ x1| Country[x2], data = mydata)
model B feols(y~ x1+Country/x2, data = mydata)
model C feols(y~ x1+i(Country,x2), data = mydata)
model D feols(y~ x1+i(Country,x2)|Country, data = mydata)
model E feols(y~ x1 |Country^year, data = mydata)
</code>
model A feols(y~ x1| Country[x2], data = mydata)
model B feols(y~ x1+Country/x2, data = mydata)
model C feols(y~ x1+i(Country,x2), data = mydata)
model D feols(y~ x1+i(Country,x2)|Country, data = mydata)
model E feols(y~ x1 |Country^year, data = mydata)
where my data contains the columns ‘Country’ and ‘year’ .
What are the econometric specifications corresponding to these R models?
My try:
<code>Model A: y_{it}=x_{1it}+a_i*x_{2it}+error_{it}, where a_i is the country-specific effect.
Model B: I read that model B delives the same estimation results with model A, but what is its econometric specification?
Model C: y_{it}=x_{1it}+Country_1*x_{2it}+Country_2*x_{2it}+...+Country_N*x_{2it} +error_{it}
where Country_1,...,Country_N are dummy variables.
Model D: y_{it}=a_i+x_{1it}+Country_1*x_{2it}+Country_2*x_{2it}+...+Country_N*x_{2it} +error_{it}
where Country_1,...,Country_N are dummy variables.
Model E: y_{it}=a_i*lambda_t+x_{1it} +error_{it}, where lambda_t is time fixed effects
</code>
<code>Model A: y_{it}=x_{1it}+a_i*x_{2it}+error_{it}, where a_i is the country-specific effect.
Model B: I read that model B delives the same estimation results with model A, but what is its econometric specification?
Model C: y_{it}=x_{1it}+Country_1*x_{2it}+Country_2*x_{2it}+...+Country_N*x_{2it} +error_{it}
where Country_1,...,Country_N are dummy variables.
Model D: y_{it}=a_i+x_{1it}+Country_1*x_{2it}+Country_2*x_{2it}+...+Country_N*x_{2it} +error_{it}
where Country_1,...,Country_N are dummy variables.
Model E: y_{it}=a_i*lambda_t+x_{1it} +error_{it}, where lambda_t is time fixed effects
</code>
Model A: y_{it}=x_{1it}+a_i*x_{2it}+error_{it}, where a_i is the country-specific effect.
Model B: I read that model B delives the same estimation results with model A, but what is its econometric specification?
Model C: y_{it}=x_{1it}+Country_1*x_{2it}+Country_2*x_{2it}+...+Country_N*x_{2it} +error_{it}
where Country_1,...,Country_N are dummy variables.
Model D: y_{it}=a_i+x_{1it}+Country_1*x_{2it}+Country_2*x_{2it}+...+Country_N*x_{2it} +error_{it}
where Country_1,...,Country_N are dummy variables.
Model E: y_{it}=a_i*lambda_t+x_{1it} +error_{it}, where lambda_t is time fixed effects