ranef.plm {plm} | R Documentation |
Function to calculate the random effects from a plm
object (random effects model).
## S3 method for class 'plm' ranef(object, effect = NULL, ...)
object |
an object of class |
effect |
|
... |
further arguments (currently not used). |
Function ranef
calculates the random effects of a fitted random effects model.
For one-way models, the effects of the estimated model are extracted (either individual
or time effects).
For two-way models, extracting the individual effects is the default (both, argument
effect = NULL
and effect = "individual"
will give individual effects).
Time effects can be extracted by setting effect = "time"
.
Not all random effect model types are supported (yet?).
A named numeric with the random effects per dimension (individual or time).
Kevin Tappe
fixef
to extract the fixed effects from a fixed effects model (within model).
data("Grunfeld", package = "plm") m1 <- plm(inv ~ value + capital, data = Grunfeld, model = "random") ranef(m1) # individual random effects # compare to random effects by ML estimation via lmer from package lme4 ## Not run: library(lme4) m2 <- lmer(inv ~ value + capital + (1 | firm), data = Grunfeld) cbind("plm" = ranef(m1), "lmer" = unname(ranef(m2)$firm)) ## End(Not run) # two-ways RE model, calculate individual and time random effects data("Cigar", package = "plm") tw <- plm(sales ~ pop + price, data = Cigar, model = "random", effect = "twoways") ranef(tw) # individual random effects ranef(tw, effect = "time") # time random effects