plm: using fixef() to manually calculate fitted values for a fixed effects twoways model

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北恋
北恋 2021-02-19 21:44

Please note: I am trying to get the code to work with both time & individual fixed effects, and an unbalanced dataset. The sample code below works

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  •  无人共我
    2021-02-19 22:17

    This works for an unbalanced data with effect="individual" and time dummies y ~ x +factor(year):

    fitted <- pmodel.response(plm.model)-residuals(plm.model)
    

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