collinearity_check: Checking for Perfect Multicollinearity

Description Usage Arguments Value

View source: R/utils.R

Description

collinearity_check checks for perfect multicollinearity in a model with high-dimensional fixed effects. It calls lfe::demeanlist in order to partial out the fixed effects, and then uses stats::lm.wfit to discard linearly dependent variables.

Usage

1
collinearity_check(y, x, fes, hdfetol)

Arguments

y

Dependent variable (a numeric vector).

x

Regressor matrix.

fes

List of fixed effects.

hdfetol

Tolerance for the centering, passed on to lfe::demeanlist.

Value

A numeric vector containing the variables that pass the collinearity check.


penppml documentation built on Sept. 9, 2021, 9:09 a.m.