plm (version 1.2-0)

fixef.plm: Extract the Fixed Effects

Description

This function extracts the fixed effects from a plm object.

Usage

## 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"),...)

Arguments

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.

Value

• 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.

Details

The summary method prints the effects in deviation from the overall intercept, the standard error and the t--values.

See Also

plm

Examples

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")