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
------------- original message -----------------
Message: 29
Date: Wed, 3 Feb 2010 16:27:45 +0200
From: Otto K?ssi <otto.ka...@gmail.com>
To: r-help@r-project.org
Subject: [R] Package plm & heterogenous slopes
Message-ID:
<bcc3d8561002030627i354db4e8i363d3b1c886f0...@mail.gmail.com>
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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
------------- end original message -------------
Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4,
34132 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}
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