Linear Group Fixed Effects
Compute limited mobility bias corrected correlation between fixed effe...
Bootstrap standard errors for the group fixed effects
Solve a symmetric linear system with the conjugate gradient method
Chain subset conditions
Find the connected components
Compute conditional F statistic for weak instruments in an IV-estimati...
Centre vectors on multiple groups
Find diameters of mobility graphs
Fit a linear model with multiple group fixed effects (old interface)
Create estimable function
Fit a linear model with multiple group fixed effects
Fit a Poisson model with multiple group fixed effects
Compute limited mobility bias corrected covariance matrix between fixe...
Compute standard errors for fixed effects
Retrieve the group fixed effects
Verify estimability of function
Solve a linear system defined by factors
Overview. Linear Group Fixed Effects
Make sparse matrix of dummies from factor list
Compute trace of a large matrix by sample means
Compute expectation of a function of the coefficients.
Compute Sargan's S
Summarize felm model fits
Compute the variance of the fixed effect variance estimate
Compute Wald test for joint restrictions on coefficients
Transforms away factors with many levels prior to doing an OLS. Useful for estimating linear models with multiple group fixed effects, and for estimating linear models which uses factors with many levels as pure control variables. See Gaure (2013) <doi:10.1016/j.csda.2013.03.024> Includes support for instrumental variables, conditional F statistics for weak instruments, robust and multi-way clustered standard errors, as well as limited mobility bias correction (Gaure 2014 <doi:10.1002/sta4.68>). Since version 3.0, it provides dedicated functions to estimate Poisson models.