Thank you Bert,
I wasn?t aware of ?str. The only mention of fitted-values is:
$ maximum : atomic [1:1] -9824
..- attr(*, "fitted.values")= num [1:3460] 1.39 1.3 1.3 1.32 1.27
...
When I try attr(mymodel$maximum, ?fitted.values?), I get the same results as
attr(AIC(mymodel), ?fitted.values?), which is a list of number starting with
(1.39 1.3 1.3 1.32 1.27 ?). I don?t see how these can be fitted values for the
response variable, patents, which are larger numbers (30, 3, 48, 1, 2, 32, ?).
Is this output not supped to represent the fitted values for patents?
Another way to obtain fitted values would be using residuals.?pglm also includes
residuals in its list of elements. However, str(mymodel) does not mention
residuals. Does that mean it?s just not there?
- Simon
> On Apr 12, 2019, at 10:44 AM, Bert Gunter <bgunter.4567 at gmail.com>
wrote:
>
> ?fitted
> ?predict
> ## This is what one usually does, but I have not checked pglm.
>
> You also need to get friendly with ?str
>
> ... and probably also spend time with an R tutorial or two to become
familiar with R modeling conventions.
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along
and sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip
)
>
>
> On Fri, Apr 12, 2019 at 7:35 AM Simon Berrebi <simon at berrebi.net
<mailto:simon at berrebi.net>> wrote:
> Hello everyone,
>
> I am using the pglm function in R to fit a Poisson fixed-effects model.
According to the documentation
<https://cran.r-project.org/web/packages/pglm/pglm.pdf
<https://cran.r-project.org/web/packages/pglm/pglm.pdf>>, the pglm
object should have fitted.values. However, fitted.values(mymodel) returns
"NULL".
>
> When I run AIC(mymodel) the AIC is followed by
"attr(,"fitted.values")" and a long list of number. I have
included an example below and attached a text file with the output.
>
> Are these fitted values? If so, is there a way to obtain them directly? Can
I also get fitted-values based on a synthetic dataset (i.e. predict())?
>
> install.packages("pglm")
> library(pglm)
>
> data("PatentsRDUS", package="pglm")
>
>
> mymodel <- pglm(patents ~ log(rd) + as.numeric(year)+
I(log(capital72)*as.numeric(year)) , PatentsRDUS,
> family = poisson(link=log), model = "within", index =
c("cusip", "year"))
>
> fitted.values(mymodel)
> AIC(mymodel)
>
> Cordially,
> ?
> Dr. Simon J Berrebi
> Postdoctoral Fellow
> Civil and Environmental Engineering
> Georgia Institute of Technology
>
>
>
>
>
>
>
>
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