Compute fitted value implied by panel estimation
panhat = panelfit(res,paneldb)
* 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)
* panhat = a results tlist with
- panhat('meth') ='panel fit'
- panhat('yhat') = matrix of fited data
- panhat('bounds') = bounds of the asjustment
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. | ![]() | ![]() |