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

2020-07-09 Thread Rasmus Liland
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)

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

2020-07-09 Thread Bert Gunter
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

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

2020-07-09 Thread Valerio Leone Sciabolazza
Dear list users, 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. In an old post on stackoverflow [1], someone suggested that it is possible to retrieve the

[R] Fixed effects regression with state-specific trends

2015-12-15 Thread Jake Russ
Dear All, I am trying to implement a regression with state-specific trends in R. I can implement this in Stata with ease, but I am hoping to preserve my R workflow. I suspect there is an "R formula trick" that I'm just not understanding and I would be grateful to anyone who could help me

Re: [R] Fixed effects regression and robust regression

2015-05-20 Thread S Ellison
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

[R] Fixed effects regression and robust regression

2015-05-19 Thread michael westphal via R-help
Hello: I am using R 3.0.2.   I have panel data on countries' renewable energy net generation (and installed capacity) over time.  I am regressing these dependent variables on various socioeconomic variables, as well as binary policy variables.  I have have done basic OLS, but I wanted to

Re: [R] Fixed effects regression and robust regression

2015-05-19 Thread Bert Gunter
On Tue, May 19, 2015 at 1:23 PM, michael westphal via R-help r-help@r-project.org 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

Re: [R] fixed effects regression

2010-03-22 Thread Roy Lowrance
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 petr.pi...@precheza.cz 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

Re: [R] fixed effects regression

2010-03-22 Thread Doran, Harold
for the regression. -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Roy Lowrance Sent: Sunday, March 21, 2010 8:01 PM To: r-help@r-project.org Subject: [R] fixed effects regression Hi All: I am trying to move a model from Stata to R

[R] fixed effects regression

2010-03-21 Thread Roy Lowrance
Hi All: I am trying to move a model from Stata to R. It is a linear regression model with about 90,000 indicator variables. What is the best approach to follow in R? - Roy [[alternative HTML version deleted]] __ R-help@r-project.org mailing

[R] fixed effects regression

2009-02-06 Thread parkbomee
Hi everyone, I am running this fixed effects model in R. The thing is, my own code and the canned routine keep returning different estimates for the fixed effects factors and intercept. (The other variables' estimates and R^2 are the same!!! weird!!) I attach my own code, just in case. I am

Re: [R] fixed effects regression

2009-02-06 Thread Bill.Venables
/bill.venables/ -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of parkbomee Sent: Saturday, 7 February 2009 1:57 PM To: r-help@r-project.org Subject: [R] fixed effects regression Hi everyone, I am running this fixed effects model