| fixef.plm {plm} | R Documentation |
This function extracts the fixed effects from a plm object.
## S3 method for class 'plm'
fixef(object, effect = NULL,
type = c("level", "dfirst", "dmean"), ...)
## S3 method for class 'fixef'
print(x, digits = max(3, getOption("digits") - 2),
width = getOption("width"),...)
## S3 method for class 'fixef'
summary(object, ...)
## S3 method for class 'summary.fixef'
print(x, digits = max(3, getOption("digits") -
2), width = getOption("width"),...)
x,object |
an object of class |
effect |
one of |
type |
one of |
digits |
digits, |
width |
the maximum length of the lines in the print output, |
... |
further arguments. |
The summary method prints the effects in deviation from the overallintercept, the standard error and the t–values.
An object of class "fixef". It is a numeric vector containing the fixed effects with two attributes: se which contains the standard errors and intercept which is the overall intercept. With the type argument, the fixed effects may be returned in levels, as deviations from the overall mean or as deviations from the first value of the index.
Yves Croissant
data("Grunfeld", package = "plm")
gi <- plm(inv ~ value + capital, data = Grunfeld, model = "within")
fixef(gi)
summary(fixef(gi))
# extract time effects in a twoways effects model
gi <- plm(inv ~ value + capital, data = Grunfeld,
model = "within", effect = "twoways")
fixef(gi,effect = "time")