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
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