Hello. Correct, IMHO: Achim's suggestion is the best way to get in-sample fitted values, w.r.t. e.g. direct calculation as yhat=X%*%coef, as it implicitly takes care of fixed effects etc.. A method for out-of-sample use is not implemented yet. It will eventually be, but there is no "schedule" for now. There are peculiar design issues: one for all, double dimensionality (prediction on the N dimension is meaningless for FE models etc. etc.).
Best, Giovanni -----Original Message----- From: Achim Zeileis [mailto:achim.zeil...@uibk.ac.at] Sent: Wed 20/10/2010 17.16 To: max.e.br...@gmail.com Cc: r-h...@stat.math.ethz.ch; yves.croiss...@univ-reunion.fr; Millo Giovanni Subject: Re: [R] fitted from plm On Wed, 20 Oct 2010, max.e.br...@gmail.com wrote: > Hi, > > I am estimating a (fixed-effects) model with plm, for which I would like > to get the fitted values. If I call fitted() on my estimated model, it > returns NULL. > > How do I get the fitted values out of the plm object? I think there is currently no method for that. In many cases, you can compute them fairly easily from the residuals via y - residuals(...) And if the model frame is retained you find y in the $model element. Hence, a dirty hack that should work is fitted.panelmodel <- function(object, ...) object$model[[1]] - object$residuals However, beware of models where the number of observations might be reduced due to lags and differencing. And of course this covers just in-sample predictions. The out-of-sample case would have to be done by hand. Yves and Giovanni (cc) might be able to provide more/better/correct information... Best, Z > Thanks. > > Max > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:15}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
