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gr_fe
2010 Mar 16
2
plm "within" models: is the correct F-statistic reported?
...11.85 5.5e-14 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Total Sum of Squares: 957000
Residual Sum of Squares: 138000
F-statistic: 107.246 on 2 and 36 DF, p-value: 6.84e-16
> #summary(fixef(gr_fe1, "time"))
> gr_fe2 <- plm(invest ~ value + capital + year, data = pgr,
+ model = "within", effect="individual")
> summary(gr_fe2)
Oneway (individual) effect Within Model
Call:
plm(formula = invest ~ value + capital + year, data = pgr, effect =
"individual",
model = "wit...