[R] Panel models: Fixed effects & random coefficients in plm

wishes, Giovanni Giovanni Millo, PhD Research Dept., Assicurazioni Generali SpA Via Machiavelli 4, 34132 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160 ## original message ## Message: 42 Date: Thu, 8 Mar 2012 10:28:40 -0500 From: "Downey, Patri

[R] Panel models: Fixed effects & random coefficients in plm

Hello, I am using {plm} to estimate panel models. I want to estimate a model that includes fixed effects for time and individual, but has a random individual effect for the coefficient on the independent variable. That is, I would like to estimate the model: Y_it = a_i + a_t + B_i * X_it + e_it W