Extract individual coefficients from plm model (R)

Question

I would like to ask if it is possible to extract coefficients for individual observations for a given variable in panel data using plm in R, for instance using the example data:

wi <- plm(inv ~ value + capital, data = Grunfeld, model = "within", effect = "twoways")

In other words, in this example a coefficient for each of the firms in the sample.

score 1 · Accepted Answer · answered Sep 12 '18 at 22:20

I think you're looking for the function fixef in the plm package, which extracts the "fixed effects" (firm coefficients in this case). In your example:

library(plm)
data("Grunfeld")
wi <- plm(inv ~ value + capital, data = Grunfeld, model = "within", effect = "twoways")

and then run:

> fixef(wi)
          1           2           3           4           5           6           7           8           9 
-134.227709   72.826531 -269.458508  -38.873866 -139.666304  -31.339066  -82.761099  -66.737194 -104.010153 
         10 
  -7.390586

Not really. What I am interested in is calculating an elasticity for one observation, let's say for capital. — Martin Hulényi, Sep 12 '18 at 22:33

score 1 · Answer 2 · answered Sep 13 '18 at 07:41

It is not clear to me what you are looking for:

1) "coefficients for individual observations"

vs.

2) "a coefficient for each of the firms" .

These are two different things and I believe you cannot have neither.

1) Asking for more than one coefficient for one observation does not work.

2) Asking for one coefficient per firm but trying to estimate two (value and capital) does not seem plausible.

Maybe this answer gives what you are looking for: Extract all individual slope coefficient from pooled OLS estimation in R

Extract individual coefficients from plm model (R)

2 Answers2