
Dear all,

just to confirm that as far as I know (Yves please correct me if I'm wrong) Achim's fix is currently the way to go. 

The sum-of-squares statistics part of 'plm' outputs is currently quite minimal and due for some extension. Cases like Eduardo's give us a sample of what the useRs may need, so thanks for the feedback. And of course thanks to Achim for the prompt help.
Cheers
Giovanni

-----Original Message-----
From: Achim Zeileis [mailto:Achim.Zeileis@uibk.ac.at]
Sent: Thu 08/04/2010 21.21
To: ECAMF
Cc: r-help@r-project.org; yves.croissant@univ-reunion.fr; Millo Giovanni
Subject: Re: [R] Accessing elements of plm outputs
 
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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Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:15}}

