On 2011-07-28 06:21, Luca Deckert wrote:
Dear R community,
I am trying to do my own fixed effects regression using the Within function
in PLM. I apply the Within function to all my pseries and then run OLS on
the transformed vectors using lm().
When I compare the results to those obtained via plm ("within"), the
estimates are not always the same. Specifically, if there are missing values
(NA), the parameter estimates are not the same. I am aware that standard
errors and degrees of freedom have to be corrected. However, as far as I
know the parameter estimates should be the same.
Is R doing any specific correction for the missing values?
?lm tells you what lm() is doing about missing values. I don't know
what the plm [sic] package does. If you post a *minimal*
example (*not* in HTML) showing the problem, you're likely to
get someone to offer assistance.
Peter Ehlers
I really appreciate any comments on this.
Regards,
Luca
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