[R] Are fitted.values available in pglm?

Bert Gunter bgunter@4567 @end|ng |rom gm@||@com
Fri Apr 12 16:44:36 CEST 2019


?fitted
?predict
## This is what one usually does, but I have not checked pglm.

You also need to get friendly with ?str

... and probably also spend time with an R tutorial or two to become
familiar with R modeling conventions.

Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Fri, Apr 12, 2019 at 7:35 AM Simon Berrebi <simon using berrebi.net> wrote:

> Hello everyone,
>
> I am using the pglm function in R to fit a Poisson fixed-effects model.
> According to the documentation <
> https://cran.r-project.org/web/packages/pglm/pglm.pdf>, the pglm object
> should have fitted.values. However, fitted.values(mymodel) returns "NULL".
>
> When I run AIC(mymodel) the AIC is followed by "attr(,"fitted.values")"
> and a long list of number. I have included an example below and attached a
> text file with the output.
>
> Are these fitted values? If so, is there a way to obtain them directly?
> Can I also get fitted-values based on a synthetic dataset (i.e. predict())?
>
> install.packages("pglm")
> library(pglm)
>
> data("PatentsRDUS", package="pglm")
>
>
>      mymodel <- pglm(patents ~   log(rd)  + as.numeric(year)+
> I(log(capital72)*as.numeric(year)) , PatentsRDUS,
>      family = poisson(link=log), model = "within", index = c("cusip",
> "year"))
>
>      fitted.values(mymodel)
>      AIC(mymodel)
>
> Cordially,
>> Dr. Simon J Berrebi
> Postdoctoral Fellow
> Civil and Environmental Engineering
> Georgia Institute of Technology
>
>
>
>
>
>
>
>
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