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 --------------- original message ------------------------------------------------------- Message: 1 Date: Sat, 29 Dec 2012 14:47:33 +0100 From: matteo ognibene <ognibenemat...@hotmail.it> To: <r-help@r-project.org> Subject: [R] I need intercept in plm model Message-ID: <dub105-w4934c48c713500ba3faf6cb6...@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 [[alternative HTML version deleted]] ------------- end original message ----------------- Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:12}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.