Name

panelfit — Compute fitted value implied by panel estimation

CALLING SEQUENCE

panhat = panelfit(res,paneldb)

PARAMETERS

Input

• res = tlist result of estimation (poolded, fixed effect or random effect estimation)

• paneldb = tlist containing data in panel format (use of tlist as imput it allow the user to make out-of-sample forecasts by mean of a database with different time span, cf. paneldb.sci for construction of panel tlist)

Output

• panhat = a results tlist with

  - panhat('meth') ='panel fit'

  - panhat('yhat') = matrix of fited data

  - panhat('bounds') = bounds of the asjustment

DESCRIPTION

Computes fitted values implied by panel estimation.

EXAMPLE

rfit = panelfit(r1,judgepanel);
 
 
 
Example taken from function panelfit_d(): compute panel fited value of Judge et alii data.
 
               

AUTHOR

Emmanuel Michaux 2006