Good morning everyone
I am applying fixed effects (o random) to a panel data. Please, after that, does a "predict" function exist?
A "predict" function that works in the same way it does with the linear regression "lm".
For a linear regression:
predict(lm.output, data.frame(x), interval="prediction", level=0.95)
For e fixed effects o random? Does a predict function exist?
I have already tried to use the function "prediction" (maybe I am not applying the right inputs (find.data?, parent.frame?, at?)) and I tried the function "prophecy.plm.out" (where I have problems installing libraries such as plmNeviim and spd4testing).
I think this issue is really important; a regression without future prediction is not enough.
I really thank you very much in advance.