[R] Fixed effects regression constant (intercept) using lfe::felm

[Rasmus Liland]

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.

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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