Sign Up to our social questions and Answers Engine to ask questions, answer people’s questions, and connect with other people.
Login to our social questions & Answers Engine to ask questions answer people’s questions & connect with other people.
Lost your password? Please enter your email address. You will receive a link and will create a new password via email.
Please briefly explain why you feel this question should be reported.
Please briefly explain why you feel this answer should be reported.
Please briefly explain why you feel this user should be reported.
I have a small N large T panel which I am estimating via plm::plm (panel linear regression model), 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).
There are (at least) two methods in the package to produce estimates from plm objects:
— fixef.plm: Extract the Fixed Effects
— pmodel.response: A function to extract the model.response
It appears to me that the author(s) are not interested in providing estimates for the “random effects”. It may be a matter of “if you don’t know how to do it on your own, then we don’t want to give you a sharp knife to cut yourself too deeply.”