On 2020-07-09 07:15 -0700, Bert Gunter wrote:
> On Thu, Jul 9, 2020 at 3:09 AM Valerio Leone Sciabolazza
> 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
While you may get lucky here, your experience on SO indicates that 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.
Bert Gunter
"The trouble with having an open mind
> since the OLS and robust regressions have the same number of DFs, looking
> at the residual standard error is insightful.
Sadly not. The residual scale in a robust model is only partly indicative of
goodness of fit; robust models intentionally downweight outliers. Much of the
difference in
On Tue, May 19, 2015 at 1:23 PM, michael westphal via R-help
wrote:
You can't compare them (statistically -- you can of course draw
pictures). Note, from ?rlm:
" Note that the df.residual component is deliberately set to NA to
avoid inappropriate estimation of the residual scale from the residua
Well, the best approach is not to model so many fixed effects. But, if you
must, there are a few options. First, have you considered treating them as
random effects and using a mixed effects linear model?
If you must build such a large model matrix for the fixed effects, the best
thing to do i
The 90,000 indicators are the interactions between 300 zip codes (= postal
codes) and 300 month indices.
- Roy
On Mon, Mar 22, 2010 at 5:56 AM, Petr PIKAL wrote:
> Hi
>
> r-help-boun...@r-project.org napsal dne 22.03.2010 01:01:00:
>
> > Hi All:
> >
> > I am trying to move a model from Stata to
I think your problem is that you are using SAS-style contrasts rather than
treatment contrasts. That is, your 'dummy' matrix omits a final column,
whereas you should be omitting the first column.
Here is a version of your function which I find easier to follow. You might
like to work through
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