fix_rand_eff.R

require("plm")
require("nlme")
data(Grunfeld)

pooled.plm <- plm(inv~value+capital, data=Grunfeld, model="pooling")
summary(pooled.plm) #Gujarati 16.3.1

fixed.firm.plm <- plm(inv~value+capital, data=Grunfeld, model="within",
	index=c("firm", "year"), effect="individual")
summary(fixed.firm.plm) #Gujarati 16.3.4
fixef(fixed.firm.plm) #Gujarati 16.3.4

fixed.year.plm <- plm(inv~value+capital, data=Grunfeld, model="within",
	index=c("firm", "year"), effect="time")
summary(fixed.year.plm) #Gujarati 16.3.6
fixef(fixed.year.plm) #Gujarati 16.3.6

random.plm <- plm(inv~value+capital, data=Grunfeld, model="random",
	index=c("firm", "year"), effect="individual")
summary(random.plm)

# {plm} nema funkce na extrakci individualnich random effecktu. Misto toho
# pouziju package {nlme}
random.nlme <- lme(inv~value+capital, random=~1|firm, data=Grunfeld)
summary(random.nlme) #Gujarati Table 16.3
random.effects.nlme <- ranef(random.nlme)
random.effects.nlme #Gujarati Table 16.3