[R] Fixed effects estimators doesn't drop or omit

[William Dunlap]

You might get better or quicker answers if you ask package-specific
questions
to the maintainer of the package
  > maintainer("plm")
  [1] "Yves Croissant <yves.croissant at univ-reunion.fr>"
or to the authors listed in
  > packageDescription("plm")
  Package: plm
  Version: 1.4-0
  Date: 2013-12-24
  Title: Linear Models for Panel Data
  Authors at R: c(person(given = "Yves", family = "Croissant", role = c("aut",
"cre"), email =
             "yves.croissant at univ-reunion.fr"), person(given = "Giovanni",
family = "Millo", role =
             "aut", email = "Giovanni_Millo at Generali.com"), person(given =
"Arne", family =
             "Henningsen", role = "ctb", email = "
arne.henningsen at googlemail.com"), person(given =
             "Ott", family = "Toomet", role = "ctb", email = "
otoomet at gmail.com"), person(given =
             "Christian", family = "Kleiber", role = "ctb", email = "
Christian.Kleiber at unibas.ch"),
             person(given = "Achim", family = "Zeileis", role = "ctb",
email =
             "Achim.Zeileis at R-project.org"))


Bill Dunlap
TIBCO Software
wdunlap tibco.com

On Sun, Nov 1, 2015 at 10:40 AM, Alex I <alexierino at hotmail.com> wrote:

> The title says it all, really. Fixed effects in the plm package still
> estimates coefficients for time invariant variables. Now, if this isn't
> normal, you might think this is a data entry issue, but I don't think it is
> a data entry issue. Hausman-Taylor in the plm package correctly
> distinguishes the time invariants from the time variants using the same
> data.
>
> So, is this normal? Am I supposed to omit them myself? Do I run the
> regression including them but excluding their results when I display it to
> my reader? See below for the code I am using.
>
>
> library(plm)
> mydata <- read.csv(file="FILE.csv",head=TRUE,sep=",")
>
>
> Y <- cbind(mydata$lnTRADE)
> X <- cbind(mydata$lnGDPi, mydata$lnGDPj, mydata$lnDIST, mydata$lnIPRi,
> mydata$lnIPRj, mydata$lnGDP.SIM, mydata$C.BORD, mydata$C.LANG, mydata$EUZ)
>
>
> # Fixed effects panel regression
> fixed <- plm(Y ~ X, data=pdata, model= "within")
> summary(fixed)
> pbgtest(fixed)
> coeftest(fixed, vcov = vcovHC(fixed, type = "HC0"))
>
>
> library(plm)
> mydata <- read.csv(file="FILE.csv",head=TRUE,sep=",")
>
> Y <- cbind(mydata$lnTRADE)
> X <- cbind(mydata$lnGDPi, mydata$lnGDPj, mydata$lnDIST, mydata$lnIPRi,
> mydata$lnIPRj, mydata$lnGDP.SIM, mydata$C.BORD, mydata$C.LANG, mydata$EUZ)
>
> # Fixed effects panel regression
> fixed <- plm(Y ~ X, data=pdata, model= "within")
> summary(fixed)
> pbgtest(fixed)
> coeftest(fixed, vcov = vcovHC(fixed, type = "HC0"))
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>
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