[R] predict() for plm?

2010-11-02 Thread max . e . brown
Hi, I have a small N large T panel which I am estimating via plm, with fixed effects. Is there any way to get predicted values for a new dataset? (I want to estimate parameters on a subset of my sample, and then use these to calculate model-implied values for the whole sample). Alternatively,

Re: [R] fitted from plm

2010-10-21 Thread max . e . brown
Thanks Giovanni and Achim. Just to confirm - the order of observations in residuals(mymodel) is exactly the same as in the dataframe that I pass to plm, so that I can extract the fitted values for an individual by calculating yhat = y - residuals(mymodel) as you describe, and then pick out

[R] fitted from plm

2010-10-20 Thread max . e . brown
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? Thanks. Max __

Re: [R] robust standard errors for panel data - corrigendum

2010-10-14 Thread max . e . brown
Hi Giovanni, thanks! This seems to be exactly what I was looking for! 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

Re: [R] R: robust standard errors for panel data

2010-10-13 Thread max . e . brown
Thanks Giovanni and Achim! I will try out some of the things you suggested. Let's see how far I get :-) __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide

[R] Sample code for interfacing with F90

2008-02-03 Thread max . e . brown
Hello List, I saw the example in Writing R Extensions where a convolve function is implemented in C, which is makes the whole business of calling C from R easy to understand. Is there a similar example of how to call Fortran 90 from R somewhere? Thanks, Max