Thanks Giovanni and Achim. Just to confirm - the order of observations in residuals(mymodel) is exactly the same as in the dataframe that I pass to plm, so that I can extract the fitted values for an individual by calculating
yhat = y - residuals(mymodel) as you describe, and then pick out individuals by comparing my yhat vector with my y vector in the dataframe, right? (The residuals aren't stacked in a funny way?) Thanks. Max ______________________________________________ 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.