plm (version 1.5-12)

fixef.plm: Extract the Fixed Effects

Description

This function extracts the fixed effects from a plm object.

Usage

"fixef"(object, effect = NULL, type = c("level", "dfirst", "dmean"), ...)
"print"(x, digits = max(3, getOption("digits") - 2),
width = getOption("width"),...)
"summary"(object, ...)
"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", "dfirst", or "dmean",

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 levels ("level"), as deviations from the first value of the index ("dfirst"), or as deviations from the overall mean ("dmean").

Details

The summary method prints the fixed effects in deviation from the overall intercept, the standard errors 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 effects model
gi_tw <- plm(inv ~ value + capital, data = Grunfeld,
          model = "within", effect = "twoways")
fixef(gi_tw, effect = "time")

# calc. fitted values of
# oneway within model using fixef:
fixefs <- merge(Grunfeld, data.frame(firm = names(fixef(gi)),
                                   fixef = as.numeric(fixef(gi))),
                                   all.x = TRUE, by = c("firm"))[ , 6]
fitted_by_hand <- fixefs + gi$coefficients["value"] * Grunfeld$value +
                           gi$coefficients["capital"] * Grunfeld$capital