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 "plm" , an object
of class "fixef" for the print and the summary
method, |
effect |
one of "individual" or "time" , only
relevant in case of two–ways effects models, |
type |
one of level , dmean or dfirst . |
digits |
digits, |
width |
the maximum length of the lines in the print output, |
... |
further arguments. |
The summary method prints the effects in deviation from the overall intercept, the standard error 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 level, in
deviation from the overall mean or in deviation from the first value
of the index.
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 effect model gi <- plm(inv ~ value + capital, data = Grunfeld, model = "within", effect = "twoways") fixef(gi,effect = "time")