[R] Accessing elements of plm outputs
Achim Zeileis
Achim.Zeileis at uibk.ac.at
Thu Apr 8 21:21:57 CEST 2010
On Thu, 8 Apr 2010, ECAMF wrote:
>
> Dear all,
>
> I've just migrated from STATA to R for runing panel regressions and I was
> very happy to discover the plm package. However, I have a problem when
> trying to access the "Total Sum of Squares" and "Residual Sum of Squares" on
> this output:
>
>> summary(output)
>
> Oneway (individual) effect Within Model
>
> Call:
> plm(formula = Y ~ X1 + X2, data = db, model = "within")
>
> Unbalanced Panel: n=10, T=9-11, N=108
>
> Residuals :
> Min. 1st Qu. Median 3rd Qu. Max.
> -6.500 -2.200 -0.374 1.550 8.730
>
> Coefficients :
> Estimate Std. Error t-value Pr(>|t|)
> X1 113.302650 8.517736 13.302 <2e-16 ***
> X2 -0.084414 0.109625 -0.770 0.4432
> ---
> Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
>
> Total Sum of Squares: 3208.3
> Residual Sum of Squares: 1059.6
> F-statistic: 97.3365 on 2 and 96 DF, p-value: < 2.22e-16
>
>
> I would like to do so because I'm running some hundreds times a similar
> regression and I want to store those results in a vector and then plot them.
> I've tried to do so with
>
>> summary(output)[]
>
> but neither the "Total Sum of Squares" or the "Residual Sum of Squares" are
> on the list.
The residual sum of squares can be computed via
sum(residuals(output)^2)
The total sum of squares is more difficult, I think. plm contains a tss()
generic with suitable methods - but this is only used internally but not
exported in the user interface. Thus, you currently have to do
plm:::tss.plm(output)
This is really dirty as it accesses a specific method (rather than the
generic) in the namespace (rather than the exported user interface). But I
don't think there's currently a better way. The package authors (both
Cc) might be able to give more guidance though.
hth,
Z
> I would be glad if somebody can help me.
>
> Thank you very much!
>
> Eduardo Marinho.
> --
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>
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