从plm模型（R）中提取单个系数

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.

Answer 1

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 

Answer 2

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