In eloualiche/FixedEffectjlr: A package for fast Fixed Effect Models in R

library(FixedEffectjlr)
JULIA_HOME <- "/Applications/Julia-1.4.app/Contents/Resources/julia/bin/"
FixedEffect_setup(JULIA_HOME)

Run the standard example from FixedEffectModels.jl

df <- Ecdat::Cigar
reg_res <- FixedEffect(df,
  lhs = "sales", rhs = "ndi",
  fe      = c("state", "year"),
  weights = c("pop"),
  vcov    = c("state") )

Waiting for a full lm object, I added a coeftest object so that it is possible to look at output with stargazer:

df <- Ecdat::Cigar
reg1 <- FixedEffect(df, "sales", "ndi", c("state", "year"), "pop", "robust")
reg2 <- FixedEffect(df, "sales", "ndi", c("state", "year"), "pop", c("state"))
stargazer::stargazer(reg1$summary$coeftest, reg2$summary$coeftest,
                     type = "text")

eloualiche/FixedEffectjlr documentation built on April 8, 2020, 5 p.m.