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gr_ce
2010 Mar 16
2
plm "within" models: is the correct F-statistic reported?
...quot;plm")
gr <- subset(Grunfeld, firm %in% c("General Electric",
"General Motors", "IBM"))
pgr <- plm.data(gr, index = c("firm", "year"))
> dim(pgr)
[1] 60 5
## the first example is actually on "individual" effects
> gr_fe <- plm(invest ~ value + capital, data = pgr,
+ model = "within", effect="individual")
> summary(gr_fe)
Oneway (individual) effect Within Model
Call:
plm(formula = invest ~ value + capital, data = pgr, effect = "individual",
model = "within")
Bala...