[R] predict() for plm?

max.e.brown at gmail.com max.e.brown at gmail.com
Tue Nov 2 20:40:00 CET 2010


Hi,

I have a small N large T panel which I am estimating via plm, with fixed
effects.

Is there any way to get predicted values for a new dataset? (I want to
estimate parameters on a subset of my sample, and then use these to
calculate model-implied values for the whole sample).

Alternatively, is there some way of extracting the fixed effects from
the plm fitted model object (then I can calculate the predicted values
myself)?

Thanks.

Max



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