Is there a predict function for PLM in R?

后端 未结 5 564
心在旅途
心在旅途 2020-12-08 22:36

I have a small N large T panel which I am estimating via plm (panel linear regression model), with fixed effects.

Is there any way to get predicted values for a new

5条回答
  •  甜味超标
    2020-12-08 23:11

    There are (at least) two methods in the package to produce estimates from plm objects:

    -- fixef.plm: Extract the Fixed Effects

    -- pmodel.response: A function to extract the model.response

    It appears to me that the author(s) are not interested in providing estimates for the "random effects". It may be a matter of "if you don't know how to do it on your own, then we don't want to give you a sharp knife to cut yourself too deeply."

提交回复
热议问题