felmFun

Internal lfe/felm Estimation Method

Uses several types of indicator saturation and automated General-to-Specific (GETS) modelling from the 'gets' package and applies it to panel data. This allows the detection of structural breaks in panel data, operationalising a reverse causal approach of causal inference, see Pretis and Schwarz (2022) <doi:10.2139/ssrn.4022745>.

Moritz Schwarz

getspanel

General-to-Specific Modelling of Panel Data

Felix Pretis

felmFun function

<dl><dt>y</dt>
<dd>dependent variable</dd>
<dt>x</dt>
<dd>matrix of regressors</dd>
<dt>effect</dt>
<dd>Fixed Effect specification</dd>
<dt>time</dt>
<dd>Character vector of name of the time variable</dd>
<dt>id</dt>
<dd>Character vector of the name of the group variable</dd>
<dt>cluster</dt>
<dd>Character vector of the variable(s) to cluster Standard Errors at</dd>
<dt>...</dt>
<dd>Further arguments to pass to gets::isat</dd></dl>

Arguments

Internal lfe/felm Estimation Method — felmFun

<dl>

<dt>y</dt>
<dd>dependent variable</dd>


<dt>x</dt>
<dd>matrix of regressors</dd>


<dt>effect</dt>
<dd>Fixed Effect specification</dd>


<dt>time</dt>
<dd>Character vector of name of the time variable</dd>


<dt>id</dt>
<dd>Character vector of the name of the group variable</dd>


<dt>cluster</dt>
<dd>Character vector of the variable(s) to cluster Standard Errors at</dd>


<dt>...</dt>
<dd>Further arguments to pass to gets::isat</dd>

</dl>

felmFun: Internal lfe/felm Estimation Method

Description

Usage

Value

Arguments