Dear all,
I am trying to estimate the prediction from a fixed effects model
and their
confidence intervals as well. Though I do not want to include in the
prediction and at the confidence intervals the intercept. For that
reason I
used the argument incl.non.slopes=FALSE. But either if it is TRUE
or FALSE
it does not have any difference and also the system does not
provide any
warning. I really cannot understand what is happening and I use
both predict
and predict.lm but there is no difference.
Explicitly the code is:
fe.nox <- lm(nox~ state.1 + state.2 + state.3 + state.4 + state.
5 +
state.6 + state.7 + state.8 + state.9 + time.1 + time.2 +
time.3 +
time.4 + time.5 + time.6 + time.7 + pcinc + I(pcinc^2) + I
(pcinc^3),
data=ekc)
p.fe.nox<-predict.lm(fe.nox, new, interval = "prediction", level=0.95,
incl.non.slopes=FALSE)
Any Help would be highly appreciated