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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

load(GROCERDIR+'\macros\grocer\db\judgepanel.dat')     // Judge Example with Balanced Panel
 
//  Fixed Effects Estimation
r1 = pfixed('y',judgepanel);
 
// Compute adjustement
rfit = panelfit(r1,judgepanel);
 
// Example taken from function panelfit_d(): compute panel fitted value on Judge et alii data.

AUTHOR

Emmanuel Michaux 2006

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