FixedEffect_models: Use FixedEffectModels.jl to run large fixed effect models in...

Description Usage Arguments Value Examples

View source: R/FixedEffectModels.R

Description

FixedEffect_models returns the results of a linear fixed effect regression

Usage

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FixedEffect_models(dt, lhs, rhs, fe = NULL, weights = NULL,
  vcov = NULL)

Arguments

dt

dataset of interest

lhs

String, a vector of Y regression variables

rhs

String, a vector of X dependent variables

fe

String, a vector of Fixed effects

weights

Vector of regression weights (not yet coded)

vcov

Vector of specification for the error

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
## Not run: 
lhs <- c("log_ewemt", "f1_log_ewemt")
rhs <- c("MP + retail_index + retail_index_MP",
        "MP + discount_rate + discount_rate_MP")
fe  <- c("date_y",
         "date_y:fed_district + quarter:fed_district + industry_code_num:quarter")
vcov <- c("robust", "cluster(date_y)")

## End(Not run)

eloualiche/FixedEffectjlr documentation built on Oct. 24, 2018, 6:16 p.m.