On 2020-07-09 07:15 -0700, Bert Gunter wrote: > On Thu, Jul 9, 2020 at 3:09 AM Valerio Leone Sciabolazza > <sciabola...@gmail.com> wrote: > > > > When calculating a panel data > > regression with multiple fixed > > effects using the function felm() > > from the lfe package, no constant > > term (i.e. intercept) is generated > > in the summary results. > > > > Also, I would like to know if it is > > possible to obtain a reliable > > approximation of the value of the > > intercept estimated by lm using > > lfe::getfe. > > you may do better by contacting the > package maintainer (?maintainer) and > asking him/her to refer you to > appropriate references, as this sounds > like a statistical methodology query.
Valerio,
these are such interesting questions.
Rememeber to post a follow-up of your
findings here and on SO if you are able
to solve this.
V
r
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