[R] I need intercept in plm model

[Millo Giovanni]

Dear Matteo,

a fixed effects (within) model does not have a single intercept: it has
N. I suggest you have another look at FE models' theory. 

Some confusion often stems from Stata (misleadingly, IMHO) reporting an
"intercept" which is actually the average of the individual intercepts,
which you can recover in R as 'mean(fixef(<yourmodel>))'. Remember,
though, that this isn't "the intercept" of the estimated model in the
usual sense of the term. If you "need" an intercept, then you must
review your specification.

Best,
Giovanni

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Message: 1
Date: Sat, 29 Dec 2012 14:47:33 +0100
From: matteo ognibene <ognibenematteo at hotmail.it>
To: <r-help at r-project.org>
Subject: [R] I need intercept in plm model
Message-ID: <DUB105-W4934C48C713500BA3FAF6CB63E0 at phx.gbl>
Content-Type: text/plain


Hi,R 2.15.2 plm() function on Windows 7
when i perform a plm regression, i can't manage to obtain the intercept,
but I need it.it gives me just the beta coefficient.
my formula: fixed <- plm(deltaS ~ L1.deltaS + L2.deltaS, data=Mody_R,
index=c("country_id", "date"), model="within")
my output: Coefficients :           Estimate Std. Error t-value
Pr(>|t|)    L1.deltaS -0.063576   0.017950 -3.5419 0.0004031
***L2.deltaS -0.068272   0.017966 -3.8001 0.0001474 ***---
I tried adding "-0", "+1", "intercept=TRUE"
Thanks,Matteo 		 	   		  
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Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:12}}