regress1: Regression

In xtreg2way: Feasible Estimation of the Two-Way Fixed Effect Model

Description

regress1 performs an OLS regression based on the projected variables y and X.

Usage

regress1(y, X)

Arguments

y	The dependent variable
X	A matrix or vector of independent variable(s)

Value

A list which contains X'X, the returned coefficients beta, and residuals res

Examples

hhid <- c("a","b","c","a","b","c" ,"a","b","c" ,"a","b","c" ,"a","b","c")
tid <- c("1","1" ,"1" ,"2","2" ,"3","3","3" ,"4","4","5" ,"5","6","6" ,"6")
w <- rep(1, 15)
x1 <- rnorm(15, mean=50, sd=10)   
x2 <- rnorm(15, mean=50, sd=10)
y <- x1 + rnorm(15, mean=50, sd=10)

struc <- projdummies(hhid, tid, w)
projvar_list <- projvar(x1, struc)
x1p <- projvar_list$var
projvar_list <- projvar(x2, struc)
x2p <- projvar_list$var
projvar_list <- projvar(y, struc)
yp <- projvar_list$var

reg <- regress1(yp, data.frame(x1p,x2p))

xtreg2way documentation built on Aug. 11, 2020, 9:06 a.m.