lm_robust_fit: Internal method that creates linear fits

In estimatr: Fast Estimators for Design-Based Inference

Internal method that creates linear fits

Description

Internal method that creates linear fits

Usage

lm_robust_fit(
  y,
  X,
  yoriginal = NULL,
  Xoriginal = NULL,
  weights,
  cluster,
  fixed_effects = NULL,
  ci = TRUE,
  se_type,
  has_int,
  alpha = 0.05,
  return_vcov = TRUE,
  return_fit = TRUE,
  try_cholesky = FALSE,
  iv_stage = list(0)
)

Arguments

y	numeric outcome vector
X	numeric design matrix
yoriginal	numeric outcome vector, unprojected if there are fixed effects
Xoriginal	numeric design matrix, unprojected if there are fixed effects. Any column named "(Intercept)" will be dropped
weights	numeric weights vector
cluster	numeric cluster vector
fixed_effects	character matrix of fixed effect groups
ci	boolean that when T returns confidence intervals and p-values
se_type	character denoting which kind of SEs to return
has_int	logical, whether the model has an intercept, used for R^2
alpha	numeric denoting the test size for confidence intervals
return_vcov	logical, whether to return the vcov matrix for later usage
return_fit	logical, whether to return fitted values
try_cholesky	logical, whether to try using a cholesky decomposition to solve LS instead of a QR decomposition
iv_stage	list of length two, the first element denotes the stage of 2SLS IV estimation, where 0 is used for OLS. The second element is only used for the second stage of 2SLS and has the first stage design matrix. For OLS, the default, list(0), for the first stage of 2SLS list(1), for second stage of 2SLS list(2, first_stage_design_mat).

estimatr documentation built on May 29, 2024, 7:23 a.m.