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gr_fe
2010 Mar 16
2
plm "within" models: is the correct F-statistic reported?
...;2e-16
In the first case, plm(..., effect="individual"), F-statistic: 185.407
and in the second F-statistic: 420, while all other regression
coefficients and standard errors are the same. Which F-statistic
should be considered?
## A second example with "twoways" effects
> gr_fe1 <- plm(invest ~ value + capital, data = pgr,
+ model = "within", effect="twoways")
> summary(gr_fe1)
Twoways effects Within Model
Call:
plm(formula = invest ~ value + capital, data = pgr, effect = "twoways",
model = "within")
Balanced Panel: n=3...