Dear Alfonso, in a RE model you do not explicitly estimate every single individual effect, but only the variance of the distribution they have been "drawn from". Hence the only (pointwise) residual you can estimate ex-post is the composite one: i.e., the sum.
Best, Giovanni Giovanni Millo, PhD Research Dept., Assicurazioni Generali SpA Via Machiavelli 3, 34132 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160 -----Messaggio originale----- Da: alfonso.carf...@uniparthenope.it [mailto:alfonso.carf...@uniparthenope.it] Inviato: mercoledì 6 novembre 2013 17.30 A: r-help@r-project.org Cc: Millo Giovanni Oggetto: resdiuals of random model estimated by plm function 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 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.
