Description Usage Arguments Details Value Author(s) See Also Examples
View source: R/tool_ranfixef.R
Function to calculate the random effects from a plm
object
(random effects model).
1 2 |
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).
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | 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 lme from package nlme
library(nlme)
m2 <- lme(inv ~ value + capital, random = ~1|firm, data = Grunfeld)
cbind("plm" = ranef(m1), "lme" = unname(ranef(m2)))
# 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
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