Thank you Achim! It worked perfectly! And to be honest with you, I'm not really concerned by the fact it looks "dirty". So, many thanks!!
Giovanni and Yves, it would be great if one could also have on the output the R-squared decomposition (within, between and overall) that is provided by STATA. Anyway, I'm already very happy to be able to run a panel regression in a open-source software, so I have to thank you guys also! Cheers, Eduardo. On Fri, Apr 9, 2010 at 10:08, Millo Giovanni <giovanni_mi...@generali.com>wrote: > > Dear all, > > just to confirm that as far as I know (Yves please correct me if I'm wrong) > Achim's fix is currently the way to go. > > The sum-of-squares statistics part of 'plm' outputs is currently quite > minimal and due for some extension. Cases like Eduardo's give us a sample of > what the useRs may need, so thanks for the feedback. And of course thanks to > Achim for the prompt help. > Cheers > Giovanni > > > -----Original Message----- > From: Achim Zeileis [mailto:achim.zeil...@uibk.ac.at<achim.zeil...@uibk.ac.at> > ] > Sent: Thu 08/04/2010 21.21 > To: ECAMF > Cc: r-help@r-project.org; yves.croiss...@univ-reunion.fr; Millo Giovanni > Subject: Re: [R] Accessing elements of plm outputs > > 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. > > -- > > View this message in context: > http://n4.nabble.com/Accessing-elements-of-plm-outputs-tp1774143p1774143.html > > Sent from the R help mailing list archive at Nabble.com. > > > > ______________________________________________ > > 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. > > > Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni contenute in > questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora > il messaggio in parola Le fosse pervenuto per errore, La invitiamo ad > eliminarlo senza copiarlo e a non inoltrarlo a terzi, dandocene gentilmente > comunicazione. Grazie. > > Pursuant to Legislative Decree No. 196/2003, you are hereby informed that > this message contains confidential information intended only for the use of > the addressee. If you are not the addressee, and have received this message > by mistake, please delete it and immediately notify us. You may not copy or > disseminate this message to anyone. Thank you. > [[alternative HTML version deleted]] ______________________________________________ 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.
