plm (version 0.1-1)

nopool: No pooling estimation

Description

Least Squares estimation for each individual or time observation

Usage

nopool(y,...)
## S3 method for class 'formula':
nopool(y,data=data,effect="individual",...)
## S3 method for class 'default':
nopool(y,X,cond,...)
## S3 method for class 'nopool':
print(x,digits=3, ...)
## S3 method for class 'nopool':
summary(object, ...)
## S3 method for class 'summary.nopool':
print(x,digits=3, ...)
## S3 method for class 'nopool':
plot(x,...)

Arguments

y

a symbolic description for the model to be estimated for the formula method, a numerical vector for the default method,

cond

a vector containing the individual or the time index,

object,x

an object of class nopool,

X

a matrix of explanatory variables,

data

the data,

effect

one of "individual" or "time", respectively for an estimation for each individual or time observation,

digits

digits,

...

further arguments.

Value

• an object of class "nopool", which is a list of :

  residuals the vector of residuals, df.residuals the degrees of freedom of the regression,

  ssr the sum of the squared residuals,

  coefficients a data.frame containing the coefficients for each estimation, std.error a data.frame containing the standard errors of the coefficients for each estimation,

  The print prints the data.frame containing the coefficients, and the summary method is the data.frame's method applied to the coefficients.

  The plot method plots histograms for each coefficient.

Details

The nopool model may also be estimated with the plm function if np=TRUE.

See Also

plm and pooltest for poolability tests.

Examples

library(Ecdat)
data(Produc)
Produc <-pdata.frame(Produc,state,year)
zz <- nopool(log(gsp)~log(pcap)+log(pc)+log(emp)+unemp,data=Produc)
zz <- nopool(log(gsp)~log(pcap)+log(pc)+log(emp)+unemp,effect="temp",data=Produc)
summary(zz)
plot(zz)