title: degrees of freedom panel data fixed effects (plm)
body: <p>I don't understand how R calculates the degrees of freedom in the case of panel data and fixed effects. I particular I have 2 doubts:</p>
  
  <p>1) When fitting a Least Squares Dummy Variable model using the two alternative strategies of:</p>
  
  <p>a) including N dummies and removing the constant </p>
  
  <p>b) including N-1 dummies and keeping the constant</p>
  
  <p>results in two different numbers of degrees of freedom in the F-statistics (in the former case I have 1 degree of freedom more than in the latter - which I believed was the correct number). Why?</p>
  
  <p>2) When estimating a within model using the twoways effects (plm package) the degrees of freedom in the F-statistics are: NT-N-T+1. Why is there a +1?</p>