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When I launch the pgmm function using the plm package for my dynamic panel data model I can see the output that shows the results for every variable I inserted in the model (including the lags) but I cannot see the results for the intercept.

Here is my code:

z1.AB <- pgmm(cpi ~ lag(cpi, 1:1)+lag(gdppc, 2:2) + lag(expense, 3:3) + lag(freedom, 2:2) | lag(cpi, 1:10) +  lag(gdppc, 1:9) + lag(expense, 1:2) + lag(freedom, 1:8) + lag(democracy, 4:10) + lag(stability, 1:10),
              data = model,
              effect = "twoways",
              model = "twosteps",
              collapse = TRUE,
              subset = sample == 1)
mtest(z1.AB, order = 1L)
mtest(z1.AB, order = 2L, vcov = vcovHC)
summary(z1.AB, robust = FALSE)
sargan(z1.AB)

Here is my output: output of Arellano-Bond

Please help me to put also the intercept in order to let it show with other variables in the output :(

I wanted to get my intercept together with other variables but it does not show.

Rossana Arcano
  • 1
  • Mmm better to ask [https://stats.stackexchange.com/](https://stats.stackexchange.com/) i don't know if fixed effects models can have intercept. – Ric Nov 03 '22 at 14:05
  • [Might be of use to you](https://www.stata.com/support/faqs/statistics/intercept-in-fixed-effects-model/) – Juan C Nov 03 '22 at 14:47

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