Hi all,
I have estimated a random panel model using plm function.
I have a question about the vector of resduals obtained with the
object $residuals.
example:
data("Produc", package = "plm")
zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
model="random", data = Produc, index = c("state","year"))
res<-zz$residuals # vector of the residuals.
the vector res is the sum of the idyosiyncratic (eit) and individual
(ui) component or is only the idyosiyncratic (eit) component?
Thanks
Alfonso
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