fixed_effects: Recover the estimates of the fixed effects after fitting (G)LMs
Description
The system might not have a unique solution since we do not take
collinearity into account. If the solution is not unique, an estimable
function has to be applied to our solution to get meaningful estimates of
the fixed effects.
Usage
fixed_effects(object = NULL, control = NULL)
Value
A named list containing named vectors of estimated fixed effects.
Arguments
object
an object of class "feglm".
control
a list of control parameters. If NULL, the default
control parameters are used.
References
Stammann, A. (2018). "Fast and Feasible Estimation of Generalized
Linear Models with High-Dimensional k-way Fixed Effects". ArXiv e-prints.
Gaure, S. (n. d.). "Multicollinearity, identification, and
estimable functions". Unpublished.