I used plm function in R and choose within model,
but it just returned coefficient of the independent variable
how can I calculate the fixed effects?
can I use the formula in the graph I attached?
Also, why did I get different answer from R function fixed
and the method in my graph?
Thank you very much!!
if you look at the plm package you should be able to get the fixed effects using the fixef.plm function. It returns the fixed effects from a plm object.
This is from the package document
Examples
data("Grunfeld", package = "plm")
gi
Thank you very much!!
But since the graph I attached is the estimator of fixed effects in the within model,
do you know why I got different answer?
Even the trend is a little bit different.
Thank you so much!!
Hey,
if I understand you correct, the fixef function returns different results as the formular you stated above? Have you checked this? The fixef function produce the same estimates as the least square dummy variable estimator, so it seems to work. What do you mean by trend?
Kind regards,
Florian
Dear Peng-Kai Hsu, if your request is still relevant, consider this.
You should use summary(). Before that, a common command:
plm(formula, data, effect = c("individual", "time", "twoways", "nested"), model = c("within", "random", "ht", "between", "pooling", "fd"))
Data must be data.frame. Individual and time variables must be in the first two columns of the data frame.
Comprehensive documentation can be found: https://cran.r-project.org/web/packages/plm/vignettes/plm.pdf
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