How can I estimate$y_{i,t}=_{i}x_{i,t}+_{i,t} \\_{i}=_{i}z_{i}+_{i}$in R ? Moreover, if I have splitted my data set to a train set which will contain 80% of all the i's and then I want to forecast the $y_{i,t}$ for the rest 20% i's  $\forall t$, how can I do it in R ?Thank you in advance
Estimating panel model in R
r;regression;linear regression;forecast