r中如何计算固定效应截距.docVIP

用R做面板分析，为何固定效应模型（fixed effect）没有给出截距项的结果，而随机效应模型又给出截距项的结果。固定效应： grun.fe-plm(inv~value+capital,data=Grunfeld,model=within) summary(grun.fe) Oneway (individual) effect Within Model Call: plm(formula = inv ~ value + capital, data = Grunfeld, model = within) Balanced Panel: n=10, T=20, N=200 Residuals : Min. 1st Qu. Median 3rd Qu. Max. -184.000 -17.600 0.563 19.200 251.000 Coefficients : Estimate Std. Error t-value Pr(|t|) value 0.110124 0.011857 9.2879 2.2e-16 *** capital 0.310065 0.017355 17.8666 2.2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01