FixedEffectInteract: Use InteractiveFixedEffectModels.jl to run large fixed effect...

Description Usage Arguments Value Examples

View source: R/FixedEffectInteract.R

Description

FixedEffectInteract returns the results of a 2 stage linear fixed effect regression

Usage

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FixedEffectInteract(dt, lhs, rhs, ife, rank_ife, fe = NULL,
  weights = NULL, vcov = NULL, save_res = TRUE, print = TRUE)

Arguments

dt

dataset of interest

lhs

String: lhs variable

rhs

String: rhs variables

ife

String of interacted fixed effects (id1 + id2)

rank_ife

Integer: number of factors to be estimated

fe

expression of fixed effects id1 + id2:id3

weights

expression of weights

vcov

Specification for the error

save_res

Save the results of the model

print

do we print output or not

Value

The return value will be a list which contains two elements at this point results: includes most of the observation from the julia call summary: includes information that is of importance to write a table

Examples

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# See vignettes and readme
# Short example
## Not run: 
  df = Ecdat::Cigar
  FixedEffectInteract(df, "sales", "price", "state+year", 2, "state", vcov = "robust")

## End(Not run)

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