ranef.plm

0th

Percentile

Extract the Random Effects

Function to calculate the random effects from a plm object (random effects model).

Keywords
regression
Usage
# S3 method for plm
ranef(object, effect = NULL, ...)
Arguments
object

an object of class "plm", needs to be a fitted random effects model,

effect

NULL, "individual", or "time", the effects to be extracted, see Details,

further arguments (currently not used).

Details

Function ranef calculates the random effects of a fitted random effects model. For one-way models, the effects of the estimated model are extracted (either individual or time effects). For two-way models, extracting the individual effects is the default (both, argument effect = NULL and effect = "individual" will give individual effects). Time effects can be extracted by setting effect = "time".

Not all random effect model types are supported (yet?).

Value

A named numeric with the random effects per dimension (individual or time).

See Also

fixef() to extract the fixed effects from a fixed effects model (within model).

Aliases
  • ranef.plm
Examples
# NOT RUN {
data("Grunfeld", package = "plm")
m1 <- plm(inv ~ value + capital, data = Grunfeld, model = "random")
ranef(m1) # individual random effects

# compare to random effects by ML estimation via lmer from package
# lme4
# }
# NOT RUN {
  library(lme4)
  m2 <- lmer(inv ~ value + capital + (1 | firm), data = Grunfeld) 
  cbind("plm" = ranef(m1), "lmer" = unname(ranef(m2)$firm))
# }
# NOT RUN {
# two-ways RE model, calculate individual and time random effects
data("Cigar", package = "plm")
tw <- plm(sales ~ pop + price, data = Cigar, model = "random", effect = "twoways")
ranef(tw)                   # individual random effects
ranef(tw, effect = "time")  # time random effects



# }
Documentation reproduced from package plm, version 2.2-5, License: GPL (>= 2)

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