removeFE: Remove Fixed Effects from the Panel Data
In cykbennie/fbi: Factor-Based Imputation and FRED-MD/QD Data Set
removeFE R Documentation
Remove Fixed Effects from the Panel Data
Description
removeFE removes fixed effects from the panel data.
Usage
removeFE(X, N, T, N0, T0)
Arguments
X
detaframe or matrix of the original panel data.
N
integer, total number of columns of the panel data.
T
integer, total number of rows of the panel data.
N0
integer, the number of columns in the panel data with full data availability.
T0
integer, the number of rows in the panel data with full data availability.
Value
a list of elements:
X1
demeaned data
FE
estimated fixed effects matrix
Author(s)
Yankang (Bennie) Chen <yankang.chen@yale.edu>
Serena Ng <serena.ng@columbia.edu>
Jushan Bai <jushan.bai@columbia.edu>
cykbennie/fbi documentation built on Jan. 24, 2025, 5:59 p.m.
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| removeFE | R Documentation |
Remove Fixed Effects from the Panel Data
Description
removeFE removes fixed effects from the panel data.
Usage
removeFE(X, N, T, N0, T0)
Arguments
X |
detaframe or matrix of the original panel data. |
N |
integer, total number of columns of the panel data. |
T |
integer, total number of rows of the panel data. |
N0 |
integer, the number of columns in the panel data with full data availability. |
T0 |
integer, the number of rows in the panel data with full data availability. |
Value
a list of elements:
X1 |
demeaned data |
FE |
estimated fixed effects matrix |
Author(s)
Yankang (Bennie) Chen <yankang.chen@yale.edu>
Serena Ng <serena.ng@columbia.edu>
Jushan Bai <jushan.bai@columbia.edu>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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