[R] Package plm & heterogenous slopes

[Millo Giovanni]

Dear Otto,

please see ?pvcm and the section on variable coefficient models here
http://www.jstatsoft.org/v27/i02/paper

Should suit your needs; else please let me know.

Best,
Giovanni

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Message: 29
Date: Wed, 3 Feb 2010 16:27:45 +0200
From: Otto K?ssi <otto.kassi at gmail.com>
To: r-help at r-project.org
Subject: [R] Package plm & heterogenous slopes
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Dear r-helpers,

 I am working with plm package. I am trying to fit a fixed effects (or
a 'within') model of the form
y_it = a_i + b_i*t + e_it,  i.e. a model with an individual-specific
intercept and an individual-
specific slope.

Does plm support this directly?

Thanks in advance!
Otto Kassi



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Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
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34132 Trieste (Italy)
tel. +39 040 671184 
fax  +39 040 671160 

 
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