[R] R: resdiuals of random model estimated by plm function

Dear Alfonso, in a RE model you do not explicitly estimate every single individual effect, but only the variance of the distribution they have been "drawn from". Hence the only (pointwise) residual you can estimate ex-post is the composite one: i.e., the sum. Best, Giovanni Giovanni Millo, P

[R] resdiuals of random model estimated by plm function

Hi all, I have estimated a random panel model using plm function. I have a question about the vector of resduals obtained with the object $residuals. example: data("Produc", package = "plm") zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp, model="random", data = Produc, index