[R] Fixed effects regression constant (intercept) using lfe::felm
jr@| @end|ng |rom po@teo@no
Thu Jul 9 18:44:10 CEST 2020
On 2020-07-09 07:15 -0700, Bert Gunter wrote:
> On Thu, Jul 9, 2020 at 3:09 AM Valerio Leone Sciabolazza <sciabolazza using 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.
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.
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