On Thu, 8 Apr 2010, ECAMF wrote:
Dear all,
I've just migrated from STATA to R for runing panel regressions and I was
very happy to discover the plm package. However, I have a problem when
trying to access the "Total Sum of Squares" and "Residual Sum of Squares" on
this output:
summary(output)
Oneway (individual) effect Within Model
Call:
plm(formula = Y ~ X1 + X2, data = db, model = "within")
Unbalanced Panel: n=10, T=9-11, N=108
Residuals :
Min. 1st Qu. Median 3rd Qu. Max.
-6.500 -2.200 -0.374 1.550 8.730
Coefficients :
Estimate Std. Error t-value Pr(>|t|)
X1 113.302650 8.517736 13.302 <2e-16 ***
X2 -0.084414 0.109625 -0.770 0.4432
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
Total Sum of Squares: 3208.3
Residual Sum of Squares: 1059.6
F-statistic: 97.3365 on 2 and 96 DF, p-value: < 2.22e-16
I would like to do so because I'm running some hundreds times a similar
regression and I want to store those results in a vector and then plot them.
I've tried to do so with
summary(output)[]
but neither the "Total Sum of Squares" or the "Residual Sum of Squares" are
on the list.
The residual sum of squares can be computed via
sum(residuals(output)^2)
The total sum of squares is more difficult, I think. plm contains a tss()
generic with suitable methods - but this is only used internally but not
exported in the user interface. Thus, you currently have to do
plm:::tss.plm(output)
This is really dirty as it accesses a specific method (rather than the
generic) in the namespace (rather than the exported user interface). But I
don't think there's currently a better way. The package authors (both
Cc) might be able to give more guidance though.
hth,
Z
I would be glad if somebody can help me.
Thank you very much!
Eduardo Marinho.
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