Is there a predict function for PLM in R?
问题 I have a small N large T panel which I am estimating via plm (panel linear regression model), with fixed effects. Is there any way to get predicted values for a new dataset? (I want to estimate parameters on a subset of my sample, and then use these to calculate model-implied values for the whole sample). Thanks! 回答1: There are (at least) two methods in the package to produce estimates from plm objects: -- fixef.plm: Extract the Fixed Effects -- pmodel.response: A function to extract the