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2013 Jan 04
1
plm random effect: the estimated variance of the individual effect is negative
...ext/plain; charset=US-ASCII; format=flowed; delsp=yes On Jan 3, 2013, at 8:19 AM, matteo ognibene wrote: > > Hi,R 2.15.2 plm() function on Windows 7 > I have a problem with the variance estimation in a random effect model > I used this formula to get my result, and it works:reg <- deltaF ~ > L1.deltaF + L2.deltaF + deltaCDS + L1.deltaCDS + L2.deltaCDS + > L3.deltaCDS + deltaUS_Yields + deltaZ + L1.deltaZ + L2.deltaZfixed > <- plm(reg, data=Mody_R, na.action = na.exclude, > index=c("country_id", "datestata"), model="random") >...
2012 Dec 29
2
I need intercept in plm model
Hi,R 2.15.2 plm() function on Windows 7 when i perform a plm regression, i can't manage to obtain the intercept, but I need it.it gives me just the beta coefficient. my formula: fixed <- plm(deltaS ~ L1.deltaS + L2.deltaS, data=Mody_R, index=c("country_id", "date"), model="within") my output: Coefficients : Estimate Std. Error t-value Pr(>|t|)