[R] Fixed effects using Within transformation in PLM package

[Peter Ehlers]

On 2011-07-28 06:21, Luca Deckert wrote:
> Dear R community,
>
> I am trying to do my own fixed effects regression using the Within function
> in PLM. I apply the Within function to all my pseries and then run OLS on
> the transformed vectors using lm().
>
> When I compare the results to those obtained via plm ("within"), the
> estimates are not always the same. Specifically, if there are missing values
> (NA), the parameter estimates are not the same. I am aware that standard
> errors and degrees of freedom have to be corrected. However, as far as I
> know the parameter estimates should be the same.
>
> Is R doing any specific correction for the missing values?

?lm tells you what lm() is doing about missing values. I don't know
what the plm [sic] package does. If you post a *minimal*
example (*not* in HTML) showing the problem, you're likely to
get someone to offer assistance.

Peter Ehlers

>
> I really appreciate any comments on this.
>
> Regards,
>
> Luca
>
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>
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