[R] Package plm & heterogenous slopes

Millo Giovanni Giovanni_Millo at Generali.com
Thu Feb 4 15:46:13 CET 2010

Dear Otto,

please see ?pvcm and the section on variable coefficient models here

Should suit your needs; else please let me know.


------------- original message -----------------

Message: 29
Date: Wed, 3 Feb 2010 16:27:45 +0200
From: Otto K?ssi <otto.kassi at gmail.com>
To: r-help at r-project.org
Subject: [R] Package plm & heterogenous slopes
	<bcc3d8561002030627i354db4e8i363d3b1c886f0337 at mail.gmail.com>
Content-Type: text/plain; charset=ISO-8859-1

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}}

More information about the R-help mailing list