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

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

Description

FixedEffect_models returns the results of a linear fixed effect regression

Usage

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

  # 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 April 8, 2020, 5 p.m.