[R] resdiuals of random model estimated by plm function

[alfonso.carfora at uniparthenope.it]

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