Thank you both for your responses! Bert - Are there specific tutorials you recommend on the subject?
William - I first contacted the pglm maintainer before posting here (and also Stack Exchange <https://stats.stackexchange.com/questions/401741/are-fitted-values-available-in-pglm>). Haven’t heard back. - Simon > On Apr 12, 2019, at 2:44 PM, William Dunlap <wdun...@tibco.com> wrote: > > You should ask the maintainer of the package about this: > bug.report(package="pglm") or maintainer("pglm") should give you contact > information. > > The help file for pglm seems all wrong - it says pglm's output has class > "pglm" with components like "fitted.values", but the the example calls to > pglm return things of class c("maxLik", "maxim", "list"). > > Bill Dunlap > TIBCO Software > wdunlap tibco.com <http://tibco.com/> > > On Fri, Apr 12, 2019 at 11:09 AM Simon Berrebi <si...@berrebi.net > <mailto:si...@berrebi.net>> wrote: > Thank you Bert, > > I wasn’t aware of ?str. The only mention of fitted-values is: > > $ maximum : atomic [1:1] -9824 > ..- attr(*, "fitted.values")= num [1:3460] 1.39 1.3 1.3 1.32 1.27 ... > > When I try attr(mymodel$maximum, ”fitted.values”), I get the same results as > attr(AIC(mymodel), ”fitted.values”), which is a list of number starting > with (1.39 1.3 1.3 1.32 1.27 …). I don’t see how these can be fitted values > for the response variable, patents, which are larger numbers (30, 3, 48, 1, > 2, 32, …). Is this output not supped to represent the fitted values for > patents? > > Another way to obtain fitted values would be using residuals.?pglm also > includes residuals in its list of elements. However, str(mymodel) does not > mention residuals. Does that mean it’s just not there? > > - Simon > > > On Apr 12, 2019, at 10:44 AM, Bert Gunter <bgunter.4...@gmail.com > > <mailto:bgunter.4...@gmail.com>> wrote: > > > > ?fitted > > ?predict > > ## This is what one usually does, but I have not checked pglm. > > > > You also need to get friendly with ?str > > > > ... and probably also spend time with an R tutorial or two to become > > familiar with R modeling conventions. > > > > Bert Gunter > > > > "The trouble with having an open mind is that people keep coming along and > > sticking things into it." > > -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) > > > > > > On Fri, Apr 12, 2019 at 7:35 AM Simon Berrebi <si...@berrebi.net > > <mailto:si...@berrebi.net> <mailto:si...@berrebi.net > > <mailto:si...@berrebi.net>>> wrote: > > Hello everyone, > > > > I am using the pglm function in R to fit a Poisson fixed-effects model. > > According to the documentation > > <https://cran.r-project.org/web/packages/pglm/pglm.pdf > > <https://cran.r-project.org/web/packages/pglm/pglm.pdf> > > <https://cran.r-project.org/web/packages/pglm/pglm.pdf > > <https://cran.r-project.org/web/packages/pglm/pglm.pdf>>>, the pglm object > > should have fitted.values. However, fitted.values(mymodel) returns "NULL". > > > > When I run AIC(mymodel) the AIC is followed by "attr(,"fitted.values")" and > > a long list of number. I have included an example below and attached a text > > file with the output. > > > > Are these fitted values? If so, is there a way to obtain them directly? Can > > I also get fitted-values based on a synthetic dataset (i.e. predict())? > > > > install.packages("pglm") > > library(pglm) > > > > data("PatentsRDUS", package="pglm") > > > > > > mymodel <- pglm(patents ~ log(rd) + as.numeric(year)+ > > I(log(capital72)*as.numeric(year)) , PatentsRDUS, > > family = poisson(link=log), model = "within", index = c("cusip", > > "year")) > > > > fitted.values(mymodel) > > AIC(mymodel) > > > > Cordially, > > — > > Dr. Simon J Berrebi > > Postdoctoral Fellow > > Civil and Environmental Engineering > > Georgia Institute of Technology > > > > > > > > > > > > > > > > > > ______________________________________________ > > R-help@r-project.org <mailto:R-help@r-project.org> > > <mailto:R-help@r-project.org <mailto:R-help@r-project.org>> mailing list -- > > To UNSUBSCRIBE and more, see > > https://stat.ethz.ch/mailman/listinfo/r-help > > <https://stat.ethz.ch/mailman/listinfo/r-help> > > <https://stat.ethz.ch/mailman/listinfo/r-help > > <https://stat.ethz.ch/mailman/listinfo/r-help>> > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > <http://www.r-project.org/posting-guide.html> > > <http://www.r-project.org/posting-guide.html > > <http://www.r-project.org/posting-guide.html>> > > and provide commented, minimal, self-contained, reproducible code. > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org <mailto:R-help@r-project.org> mailing list -- To > UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > <https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > <http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
