fixef.plm {plm} | R Documentation |
This function extracts the fixed effects from a plm
object.
## S3 method for class 'plm' fixef(object, effect = NULL, type = c("level", "dfirst", "dmean"), ...) ## S3 method for class 'fixef' print(x, digits = max(3, getOption("digits") - 2), width = getOption("width"),...) ## S3 method for class 'fixef' summary(object, ...) ## S3 method for class 'summary.fixef' print(x, digits = max(3, getOption("digits") - 2), width = getOption("width"),...)
x,object |
an object of class |
effect |
one of |
type |
one of |
digits |
digits, |
width |
the maximum length of the lines in the print output, |
... |
further arguments. |
The summary method prints the fixed effects in deviation from the overall intercept, the standard errors and the t–values.
An object of class "fixef"
. It is a numeric vector containing the fixed effects with two attributes: se
which contains the standard errors and intercept
which is the overall intercept.
With the type
argument, the fixed effects may be returned in levels ("level"
), as deviations from the first value of the index ("dfirst"
), or as deviations from the overall mean ("dmean"
).
Yves Croissant
data("Grunfeld", package = "plm") gi <- plm(inv ~ value + capital, data = Grunfeld, model = "within") fixef(gi) summary(fixef(gi)) # extract time effects in a twoways effects model gi_tw <- plm(inv ~ value + capital, data = Grunfeld, model = "within", effect = "twoways") fixef(gi_tw, effect = "time") # calc. fitted values of # oneway within model using fixef: fixefs <- merge(Grunfeld, data.frame(firm = names(fixef(gi)), fixef = as.numeric(fixef(gi))), all.x = TRUE, by = c("firm"))[ , 6] fitted_by_hand <- fixefs + gi$coefficients["value"] * Grunfeld$value + gi$coefficients["capital"] * Grunfeld$capital