问题描述
我正在使用plm函数运行个人级别的固定效果ols。在相关模型中，我回归了一个具有2个水平的自变量，该水平在受试者之间（受试者之间的治疗）变化，另一个具有2个水平的自变量在受试者内部（受试者的治疗）变化。
plm的摘要未显示在主题内变化的自变量的系数。在检查model.matrix时，我注意到感兴趣的列由所有零组成。
有什么办法可以解决问题？也许诉诸于另一种类型的对比？还是通过设计无法像这样在固定效果模型中估算对象内部变量的效果？
任何帮助将不胜感激。
#Reproducible example (unrelated with my actual dataset)
structure(list(DOILN = c(4.3207,4.1675,4.0718,3.8239,3.6247,2.044,1.3759,1.4596,1.486,4.3136),ROSLN = c(-2.0178,-2.2647,-4.0632,-3.9933,-3.441,-3.6077,-2.8291,-2.6271,-2.4051,-1.7239),IRATE = c(-0.0295,-0.1228,0.00288,0.03388,-0.0295,0.03849,0.07165,0.04809),GDPGROW = c(0.11731,0.07891,0.05072,0.05745,0.11731,0.02142,0.06645,-0.01765),ISOCode = structure(c(4L,4L,3L),.Label = c("BRA","CHN","IND","RUS"),class = "factor"),ISOCodeBRA = c(0,0),ISOCodeRUS = c(1,1,ISOCodeIND = c(0,1),ISOCodeCHN = c(0,0)),.Names = c("DOILN","ROSLN","IRATE","GDPGROW","ISOCode","ISOCodeBRA","ISOCodeRUS","ISOCodeIND","ISOCodeCHN"),row.names = c("120453-2010","120453-2011","120453-2012","120453-2014","133431-2010","133431-2012","133431-2013","133431-2014","133431-2015","200448-2009"),class = c("pdata.frame","data.frame"),index = structure(list(GCKey = structure(c(1L,1L,2L,.Label = c("120453","133431","200448"),FiscalY = structure(c(2L,3L,6L,5L,7L,1L),.Label = c("2009","2010","2011","2012","2013","2014","2015"),class = "factor")),.Names = c("GCKey","FiscalY"),row.names = c(915L,647L,35L,41L,83L,68L,220L,330L,497L,1219L),class = c("pindex","data.frame")))
mod <-plm(ROSLN ~ DOILN + GDPGROW + IRATE + factor(ISOCode),data = dat,model = "within")
model.matrix(mod)
summary(mod)
解决方法
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