ONGOING_ISSUES.md

In lrberge/fixest: Fast Fixed-Effects Estimations

Ongoing issues

Compatibility with the sandwich package

So far fixest objects are compatible with variances computed with the package sandwich with the following exceptions:

• vcovHC with type = "HC4": The compatibility is only partial, i.e. it works for models without fixed-effects but breaks with fixed-effects estimations. This is because the hatvalues, needed for this kind of VCOV correction, are not defined when fixed-effects are used (actually I could make it compatible but the model would need to be reestimated with dummy variables, and this hardly squares with the idea of efficient fixed-effects estimation).

• vcovBS, i.e. bootstraped standard-errors: Absolutely not compatible so far, but it will become compatible later (hopefully).

lrberge/fixest documentation built on Sept. 1, 2024, 9:07 a.m.