pmodel.response has several methods to conveniently extract the response of several objects.
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an object of class
The model response is extracted from a
pdata.frame (where the
response must reside in the first column; this is the case for a
model frame), a
data or a
plm object, and the
transformation specified by
model is applied to
Constructing the model frame first ensures proper NA handling and the response being placed in the first column, see also Examples for usage.
A pseries except if model responses' of a
or "fd" model as these models "compress" the data (the number
of observations used in estimation is smaller than the original
data due to the specific transformation). A numeric is returned
for the "between" and "fd" model.
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# First, make a pdata.frame data("Grunfeld", package = "plm") pGrunfeld <- pdata.frame(Grunfeld) # then make a model frame from a pFormula and a pdata.frame form <- inv ~ value + capital mf <- model.frame(pGrunfeld, form) # construct (transformed) response of the within model resp <- pmodel.response(form, data = mf, model = "within", effect = "individual") # retrieve (transformed) response directly from model frame resp_mf <- pmodel.response(mf, model = "within", effect = "individual") # retrieve (transformed) response from a plm object, i.e., an estimated model fe_model <- plm(form, data = pGrunfeld, model = "within") pmodel.response(fe_model) # same as constructed before all.equal(resp, pmodel.response(fe_model), check.attributes = FALSE) # TRUE
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