sigmaRho: Compute sigma_u, sigma_e, and rho after fixed or random...

In jgabry/QMSS_package: Quantitative Methods in the Social Sciences

Description

Compute sigma_u, sigma_e, and rho after fixed or random effects model

Usage

sigmaRho(fit)

Arguments

fit	A model fit with plm (plm) and model = "within" or model = "random".

Value

A numeric vector containing the named components

• sigma_u Error due to differences between units.

• sigma_e Error due to differences within units.

• rho Proportion of variance due to unit effects.

Results are also printed to the console.

Author(s)

Jonah Gabry <[e-mail]>

See Also

plm

Examples

## Not run: 
# Model from plm help page:
data("Produc", package = "plm")
fit <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
           data = Produc, index = c("state","year"), model = "random")
sigmaRho(fit)

## End(Not run)

jgabry/QMSS_package documentation built on May 19, 2019, 7:18 a.m.