Time fixed-effects with felm function in R - Cross Validated
2022年12月3日 · I'm using the felm function in R for time-fixed effects but I'm having trouble specifying my model. I tried the following two but they result into completely different outputs. …
R: Confused about robust standard errors using “felm” and “huxreg”
2018年12月18日 · Therefore I explored the R-package lfe. It provides the function felm which “absorbs” factors (similar to Stats’s areg). I need to use robust standard errors (HC1 or so) …
What does it mean for Multiple "R-squared (proj model)" in felm ...
2015年4月1日 · lm R-sq: not good for Fixed Effects model, cannot reproduce; lfe "full" R-sq: R-sq for all pairs predicted y and original y, may also be called as "overall" R-sq; lfe "proj" R-sq: …
r - Comparing clustering of standard errors between felm and …
2020年6月30日 · For these regressions, I would like to cluster the standard errors by several dimensions (eg. product, destination and time). However, I'm confused about the syntax and …
How can I understand the different types of r-squared from the …
here is a quick interpretation- overall r squared- the total amount of variance explained by your model within r squared- the total amount of variance explained by your conditional predictors …
Which F statistic is generated in felm (R) and why does it differ …
2020年8月28日 · The coefficients and standard errors generated by the code look the same in both approaches, but the two commands give me different F statistics, even while assuming …
Fixed Effects Regression Constant / Intercept Using LFE (FELM) in R
2018年3月19日 · "The careful reader has noticed that the behaviour of summary() on a ’felm’ object with respect to degrees of freedom and R2 is the same as that of on an ’lm’ object when …
r - A 2SLS when the instrumented variable has two interactions in …
2020年6月11日 · Stack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for …
econometrics - Fixed effect Logit with R - Cross Validated
Both are part of the standard R installation. If you mean something else, you need to clarify what you want. I see from this answer that apparently economists use 'fixed effect model' to refer to …
Standard error clustering in R (either manually or in plm)
Update on 4/27/2015 to add code from blog post.. api=read.csv("api.csv") #create the variable api from the corresponding csv attach(api) # attach of data.frame objects api1=api[c(1:6,8:310),] # …