24 дек. 2018 г. · I'd like to estimate an instrumental variable model with felm(). With AER::ivreg() and plm::plm() I can generate the same results. Instrumental variables with felm in R? - Stack Overflow R: felm function with an interacted IV - Stack Overflow Interacting Instrumental Variables Using fixest Package Другие результаты с сайта stackoverflow.com

'felm' is used to fit linear models with multiple group fixed effects, similarly to lm. It uses the Method of Alternating projections to sweep out multiple ...

Instrumental variables estimates a local average treatment effect - in other words, a weighted average of each individual observation's treatment effect, where ...

'felm' is used to fit linear models with multiple group fixed effects, similarly to lm. It uses the Method of Alternating projections to sweep out multiple ...

As you may have figured out by now, instrumental variables (βIV) is a special case of 2SLS. Whether you have multiple endogenous covariates and multiple ...

For use with instrumental variables. Use a k-class esti- mator rather than 2SLS/IV. Currently, the values 'nagar', 'b2sls', 'mb2sls', 'liml' are accepted ...

Instrumental variables methods are typically used to address omitted variable bias, measurement error, and simultaneity. For instance, quantity and price is ...

In the felm function arguments are separated by "|". The first argument is the equation to be estimated, the next one is the categorical variable that defines ...

... felm also supports instrumental variables and clustered standard errors. As it improves lm by incorporating features common to many econometric analyses ...

%FELM (FIXED EFFECTS LINEAR MODELS) which combines absorbing multiway fixed effects, 3-way clustering and 2SLS instrumental variables regressions.