[R] Fixed effects using Within transformation in PLM package

2011-07-28 Thread Luca Deckert
Dear R community, I am trying to do my own fixed effects regression using the Within function in PLM. I apply the Within function to all my pseries and then run OLS on the transformed vectors using lm(). When I compare the results to those obtained via plm ("within"), the estimates are not always

[R] Fixed effects using Within transformation in PLM package

2011-07-28 Thread Luca Deckert
Hi all, I am trying to do my own fixed effects regression using the Within function in PLM. I apply the Within function to all my pseries and then run OLS on the transformed vectors using lm(). When I compare the results to those obtained via plm ("within"), the estimates are not always the same.